The stopped clock model

DOI10.1515/DEMO-2022-0101zbMath1489.60094arXiv2003.09126OpenAlexW4285180912MaRDI QIDQ2148721

Helena Ferreira, Marta Ferreira

Publication date: 24 June 2022

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.09126

zbMATH Keywords

extreme valuesextremal indexstationary sequencestail dependence coefficientfailures model

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Cites Work

• Unnamed Item
• Extremes and related properties of random sequences and processes
• On extremal dependence: some contributions
• Extremal behaviour of a periodically controlled sequence with imputed values
• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Calculating the extremal index for a class of stationary sequences
• Heavy-Tailed Time Series
• Extremes of Stationary Sequences with Failures
• On extreme values in stationary sequences

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