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On extreme-value theory in the presence of a trend

Published online by Cambridge University Press:  14 July 2016

L. De Haan  and
E. Verkade
L. De Haan*
Affiliation:
Erasmus University Rotterdam
E. Verkade*
Affiliation:
Erasmus University Rotterdam
*
∗Postal address: Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam, Postbus 1738, 3000 DR Rotterdam, The Netherlands.
∗Postal address: Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam, Postbus 1738, 3000 DR Rotterdam, The Netherlands.
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Abstract

Extreme-value theory is considered in the context of independent but not identically distributed random variables. The departure from the case of identical distributions comes from a trend added to i.i.d. observations. Unlike previous authors we consider trends that do not completely destroy the asymptotic behaviour from the i.i.d. case.

Keywords

EXTREME VALUESRECORD TIMESDRIFT
Type
Research Papers
Information
Journal of Applied Probability , Volume 24 , Issue 1 , March 1987 , pp. 62 - 76
Copyright
Copyright © Applied Probability Trust 1987 

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