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Record Values in Archimedean Copula Processes
Chapter

Record Values in Archimedean Copula Processes

Abstract

We investigate the asymptotic behavior of record values X(n) for some types of Archimedean copula processes. It is shown that the set of all limit distribution functions for X(n),normed and centered in a suitable way, under some restrictions on parameters of these processes, coincides with the corresponding set of asymptotic distributions of record values in the sequences of i.i.d. random variables.

Authors

Balakrishnan N; Nevzorova LN; Nevzorov VB

Book title

Asymptotic Methods in Probability and Statistics with Applications

Pagination

pp. 321-331

Publisher

Springer Nature

Publication Date

January 1, 2001

DOI

10.1007/978-1-4612-0209-7_23
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