On the exact distribution of the maximum of absolutely continuous dependent random variables

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The drift burst hypothesis (2016, methodology): “, Arellano-Valle and Genton, 2008). The route we follow to find drift bursts with frequent sampling of our t -statistic leads T n ti m i=1 to be constructed from overlapping data, the extent of which depends on the interplay between the sampling frequency n , the grid points ti m i=1, the kernel K ,”