Extreme Value Asymptotics for Multivariate Renewal Processes
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- Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef, 1999. "Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes," Journal of Multivariate Analysis, Elsevier, vol. 68(1), pages 96-119, January.
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KeywordsExtreme value asymptotics multivariate renewal process invariance principle strong approximation multidimensional Wiener process stationary Gaussian process Rayleigh process (null);
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