Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions

DOI10.1016/0304-4149(94)90115-5zbMath0788.60067OpenAlexW2067702504MaRDI QIDQ1315405

Helena Ferreira

Publication date: 27 March 1994

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90115-5

zbMATH Keywords

multivariate extremal indexmultivariate extreme value distribution\(T\)-periodic sequencelimiting results for exceedance counts

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Related Items (10)

The extremal index of sub-sampled processes ⋮ Extremes of a random number of variables from periodic sequences ⋮ Clustering of upcrossings of high values ⋮ Extremes of multivariate ARMAX processes ⋮ On the Multivariate Upcrossings Index ⋮ Methods for estimating the upcrossings index: improvements and comparison ⋮ Limit distribution for point processes of high local maxima ⋮ Extremal behaviour of a periodically controlled sequence with imputed values ⋮ Extremes of scale mixtures of multivariate time series ⋮ On the extremes of the max-INAR(1) process for time series of counts

Cites Work

• Unnamed Item
• Unnamed Item
• Multivariate extreme values in stationary random sequences
• Extremes and related properties of random sequences and processes
• On the exceedance point process for a stationary sequence
• Extreme value theory for multivariate stationary sequences
• Characterizations of a multivariate extreme value distribution
• An extremal markovian sequence
• On the multivariate extremal index
• Extremes and local dependence in stationary sequences

This page was built for publication: Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions