Extremal behaviour of stationary processes: the calibration technique in the extremal index estimation

DOI10.7151/dmps.1119zbMath1208.62085OpenAlexW2331226395MaRDI QIDQ3084953

Dora Prata Gomes, M. Manuela Neves

Publication date: 25 March 2011

Published in: Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/60706dd30b9d508d762b4c2489ddc50b7ac9334b

zbMATH Keywords

stationary sequencesextreme value

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Statistics of extreme values; tail inference (62G32)

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