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|𝐹𝑖1 , …𝑖𝑝 ,𝑗1 , … ,𝑗𝑞 (𝑢, … 𝑢) − 𝐹𝑖𝑖,𝑖2 ,… ,𝑖𝑝 (𝑢, … 𝑢)𝐹𝑗𝑖 ,𝑗2,… ,𝑗𝑞 (𝑢, … 𝑢)| ≤ 𝑔(𝑠)
|𝐹𝑖1 , …𝑖𝑝 ,𝑗1 , … ,𝑗𝑞 (𝑢𝑛 ) − 𝐹𝑖𝑖,𝑖2 ,… ,𝑖𝑝 (𝑢𝑛 )𝐹𝑗𝑖,𝑗2,… ,𝑗𝑞 (𝑢𝑛 )| ≤ 𝛼𝑛 ,𝑠
Donde 𝛼𝑛 ,𝑠 𝑒𝑠 𝑛𝑜 𝑐𝑟𝑒𝑐𝑖𝑒𝑛𝑡𝑒 𝑒𝑛 𝑠 y
𝑠𝑛
lim 𝛼𝑛 ,|𝑠𝑛 | = 0 para alguna sucesión 𝑠𝑛 𝑡𝑎𝑙 𝑞𝑢𝑒 →0
𝑛→∞ 𝑛
Fuentes :
http://www.ine.es/ss/Satellite?blobcol=urldata&blobheader=application%2Fpdf&blob
headername1=Content-
Disposition&blobheadervalue1=attachment%3B+filename%3D588%2F564%2F116_
1.pdf&blobkey=urldata&blobtable=MungoBlobs&blobwhere=588%2F564%2F116_1.
pdf&ssbinary=true
http://masteres.ugr.es/moea/pages/curso201516/tfm1516/medialdeavillanueva_tfm/!
Extreme Events in Finance/A Handbook of Extreme Value Theory and its Applications/FRANÇOIS
LONGIN.
Leadbetter, M.R.; Lindgren, G.; Rootz´en, H. Extremes and related properties of random sequences
and processes. Mir publishers: Moscow, Russia 1989. (In Russian)