REFERENCES FOR LECTURE 1


[1] Brockwell, P. J., and R.A. Davis, 1991: "Time Series: Theory and Methods" (Second Edition), Springer.

    [Central Limit Theorem for stationary stochastic process]

[2] Coles, S., 2001: "An Introduction to Statistical Modeling of Extreme Values", Springer.

    [Statistics of extremes]

[3] Everitt, B.S., and D.J. Hand, 1981: "Finite Mixture Distributions", Chapman and Hall.

    [Mixtures]

[4] Reiss, R.-D., 1989: "Approximate Distributions of Order Statistics, with Applications to Nonparametric Statistics", Springer.

    [Extreme value theory for random indices]

[5] Titterington, D.M., A.F.M. Smith, and U.E. Makov, 1985: "Statistical Analysis of Finite Mixture Distributions", Wiley.

    [Mixtures]