Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153061 | Statistics & Probability Letters | 2013 | 11 Pages |
Abstract
Consider an i.i.d. random field {Xk:kâZ+d}, together with a sequence of unboundedly increasing nested sets Sj=âk=1jHk,jâ¥1, where the sets Hj are disjoint. The canonical example consists of the hyperbolas Hj={kâZ+d:|k|=j}. We are interested in the number of “hyperbolas” Hj that contain at least one record, and, furthermore, the number of records on the “next hyperbola”, that is, the number of observations on Hj that exceed max{Xk:kâSjâ1}. Various limit theorems under mild conditions on the size of the sets Hj are presented.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Allan Gut, Ulrich Stadtmüller,