Extremal index estimation for a weakly dependent stationary sequence
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Publication:1317263
DOI10.1214/aos/1176349409zbMath0797.62018OpenAlexW1995508954MaRDI QIDQ1317263
Publication date: 18 April 1994
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349409
weak consistencyextremal indexadaptive estimationweak dependenceuniform approximationsstrictly stationary sequencesample maximum\(m\)- dependent sequencescontinuous marginal distribution
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