High level exceedances in stationary sequences with extremal index
نویسندگان
چکیده
منابع مشابه
How to compute the extremal index of stationary random fields
We present local dependence conditions for stationary random fields under which the extremal index and the asymptotic distribution of the maximum M(n1,...,nd) can be calculated from the joint distribution of a finite number s1s2 of variables. keywords: Extremal index, local and long range dependence, random field.
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1988
ISSN: 0304-4149
DOI: 10.1016/0304-4149(88)90073-7