The extremal index of sub-sampled processes
From MaRDI portal
Publication:1878839
DOI10.1016/S0378-3758(03)00194-0zbMath1094.62061MaRDI QIDQ1878839
Helena Ferreira, Ana Paula Martins
Publication date: 9 September 2004
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistics of extreme values; tail inference (62G32)
Related Items (3)
Subsampling techniques and the jackknife methodology in the estimation of the extremal index ⋮ Extremal behaviour of a periodically controlled sequence with imputed values ⋮ Modeling extreme events: sample fraction adaptive choice in parameter estimation
Cites Work
- Unnamed Item
- Extremes and related properties of random sequences and processes
- On the exceedance point process for a stationary sequence
- Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions
- Extremes of Some Sub-Sampled Time Series
- Extremes and local dependence in stationary sequences
- Extremes of deterministic sub‐sampled moving averages with heavy‐tailed innovations
- Extremal Analysis of Processes Sampled at Different Frequencies
This page was built for publication: The extremal index of sub-sampled processes
