Lindgren, Georg; Rootzén, Holger; Sandsten, Maria Stationary stochastic processes for scientists and engineers. (English) Zbl 1312.60001 Boca Raton, FL: CRC Press (ISBN 978-1-4665-8618-5/hbk). xvi, 314 p. (2014). Reviewer: Miroslav M. Ristić (Niš) MSC: 60-01 60G10 62M10 60G15 60G55 60G51 62M15 62M20 60G35 PDFBibTeX XMLCite \textit{G. Lindgren} et al., Stationary stochastic processes for scientists and engineers. Boca Raton, FL: CRC Press (2014; Zbl 1312.60001)
Rootzén, Holger; Leadbetter, M. Ross; de Haan, Laurens On the distribution of tail array sums for strongly mixing stationary sequences. (English) Zbl 0939.60007 Ann. Appl. Probab. 8, No. 3, 868-885 (1998). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 60F05 60G70 60G10 PDFBibTeX XMLCite \textit{H. Rootzén} et al., Ann. Appl. Probab. 8, No. 3, 868--885 (1998; Zbl 0939.60007) Full Text: DOI
Leadbetter, M. R.; Lindgren, Georg; Rootzen, Holger Extremes of random sequences and processes. (Ehkstremumy sluchajnykh posledovatel’nostej i protsessov). Transl. from the English by V. P. Nosko. Transl. ed. and with a preface by Yu. K. Belyaev. (Ehkstremumy sluchajnykh posledovatel’nostej i protsessov.) (Russian) Zbl 0741.60017 Moskva: Mir. 392 p. (1989). MSC: 60F05 60-02 60G10 60G15 60G55 62G30 PDFBibTeX XMLCite \textit{M. R. Leadbetter} et al., Ehkstremumy sluchajnykh posledovatel'nostej i protsessov (Russian). Transl. from the English by V. P. Nosko. Transl. ed. and with a preface by Yu. K. Belyaev. Moskva: Mir (1989; Zbl 0741.60017)
de Haan, Laurens; Resnick, Sidney I.; Rootzén, Holger; de Vries, Casper G. Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes. (English) Zbl 0679.60029 Stochastic Processes Appl. 32, No. 2, 213-224 (1989). Reviewer: H.N.Nagaraya MSC: 60F05 60H99 60G10 60G17 PDFBibTeX XMLCite \textit{L. de Haan} et al., Stochastic Processes Appl. 32, No. 2, 213--224 (1989; Zbl 0679.60029) Full Text: DOI
Leadbetter, M. R.; Rootzén, Holger Extremal theory for stochastic processes. (English) Zbl 0648.60039 Ann. Probab. 16, No. 2, 431-478 (1988). Reviewer: W.Dziubdiela MSC: 60G10 60-02 60G15 60G17 60G55 60F05 PDFBibTeX XMLCite \textit{M. R. Leadbetter} and \textit{H. Rootzén}, Ann. Probab. 16, No. 2, 431--478 (1988; Zbl 0648.60039) Full Text: DOI
Lindgren, Georg; Rootzén, Holger Extreme values: Theory and technical applications. (English) Zbl 0669.62091 Scand. J. Stat., Theory Appl. 14, No. 4, 241-279 (1987). Reviewer: W.Dziubdziela MSC: 62N99 60G10 62M99 74J99 74H50 62G30 62P99 PDFBibTeX XMLCite \textit{G. Lindgren} and \textit{H. Rootzén}, Scand. J. Stat. 14, 241--279 (1987; Zbl 0669.62091)
Rootzén, Holger Extremes in continuous stochastic processes. (English) Zbl 0553.60039 Statistical extremes and applications, Proc. NATO Adv. Study Inst., Vimeiro/Port. 1983, NATO ASI Ser., Ser. C 131, 167-180 (1984). MSC: 60G09 60G10 60F05 60G15 PDFBibTeX XML
Leadbetter, M. R.; Lindgren, Georg; Rootzen, Holger Extremes and related properties of random sequences and processes. (English) Zbl 0518.60021 Springer Series in Statistics. New York - Heidelberg - Berlin: Springer- Verlag. XII, 336 p. DM 89.00; $ 38.40 (1983). MSC: 60F05 60-02 60G10 60G15 60G55 62G30 PDFBibTeX XML
Watts, Vernon; Rootzen, Holger; Leadbetter, M. R. On limiting distributions of intermediate order statistics from stationary sequences. (English) Zbl 0487.62015 Ann. Probab. 10, 653-662 (1982). MSC: 62E20 62G30 60F05 60G10 60G15 PDFBibTeX XMLCite \textit{V. Watts} et al., Ann. Probab. 10, 653--662 (1982; Zbl 0487.62015) Full Text: DOI
Leadbetter, M. R.; Rootzen, Holger Extreme value theory for continuous parameter stationary processes. (English) Zbl 0465.60025 Z. Wahrscheinlichkeitstheor. Verw. Geb. 60, 1-20 (1982). MSC: 60F05 60G10 PDFBibTeX XMLCite \textit{M. R. Leadbetter} and \textit{H. Rootzen}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 60, 1--20 (1982; Zbl 0465.60025) Full Text: DOI
Leadbetter, M. R.; Lindgren, G.; Rootzen, H. Conditions for the convergence in distribution of maxima of stationary normal processes. (English) Zbl 0399.60030 Stochastic Processes Appl. 8, 131-139 (1978). MSC: 60G15 60G10 PDFBibTeX XMLCite \textit{M. R. Leadbetter} et al., Stochastic Processes Appl. 8, 131--139 (1978; Zbl 0399.60030) Full Text: DOI
Rootzen, Holger Gordin’s theorem and the periodogram. (English) Zbl 0346.60025 J. Appl. Probab. 13, 365-370 (1976). MSC: 60G10 60F05 62M10 62M15 PDFBibTeX XMLCite \textit{H. Rootzen}, J. Appl. Probab. 13, 365--370 (1976; Zbl 0346.60025) Full Text: DOI
Lindgren, Georg; de Mare, Jacques; Rootzen, Holger Weak convergence of high level crossings and maxima for one or more Gaussian processes. (English) Zbl 0328.60021 Ann. Probab. 3, 961-978 (1975). MSC: 60G15 60F05 60G10 60G17 PDFBibTeX XMLCite \textit{G. Lindgren} et al., Ann. Probab. 3, 961--978 (1975; Zbl 0328.60021) Full Text: DOI