Lois limites pour les statistiques d'ordre dans le cas non identiquement distribue

Let X₁, X₂,… be a sequence of independent random variables with distribution functions F₁, where 1 ≤ i ≤ n, and for each n ≥ 1 let X_1,n ≤… ≤ X_n,n denote the order statistics of the first n random variables. Under suitable hypotheses about the F₁, we characterize the limit distribution functions H(x) for which P(X_k,n ? a_nx + b_n) → H(x), where a_n > 0 and b_n are real constants. We consider the cases where κ = κ(n) satisfies √n {κ(n)/n — λ} → 0 and √n {κ(n)/n — λ} → ∞ separately.     

A Note on Calculating Autocovariances of Periodic ARMA Models

An analytically simple and tractable formula for the start-up autocovariances of periodic ARMA (PARMA) models is provided.