Bounds for the extremal index of stochastic recurrent sequences (Q276636)
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scientific article; zbMATH DE number 6577098
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for the extremal index of stochastic recurrent sequences |
scientific article; zbMATH DE number 6577098 |
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Bounds for the extremal index of stochastic recurrent sequences (English)
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4 May 2016
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stochastic recurrent sequence
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extremal index of a stochastic sequence
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marginal distribution
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tail index of a stochastic sequence
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lognormal distribution
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Jensen inequality
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