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Introduction to the Non IID Case

In: Laws of Small Numbers: Extremes and Rare Events

Author

Listed:
  • Michael Falk

    (University of Würzburg, Institute of Applied Mathematics and Statistics)

  • Rolf-Dieter Reiss

    (University of Siegen, Department of Mathematics)

  • Jürg Hüsler

    (University of Berne, Department of Mathematical Statistics and Actuarial Science)

Abstract

We present in the following some examples to motivate the extension of the classical extreme value theory for iid sequences to a theory for non iid sequences. We introduce different classes of non iid sequences together with the main ideas. The examples show that suitable restrictions for each class are needed to find limit results which are useful for applications.

Suggested Citation

  • Michael Falk & Rolf-Dieter Reiss & Jürg Hüsler, 2004. "Introduction to the Non IID Case," Springer Books, in: Laws of Small Numbers: Extremes and Rare Events, edition 0, chapter 0, pages 235-248, Springer.
    • Handle: RePEc:spr:sprchp:978-3-0348-7791-6_8
    DOI: 10.1007/978-3-0348-7791-6_8
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