Uniform estimator of the extremal index of stochastic recurrent sequences
From MaRDI portal
Publication:355296
DOI10.3103/S002713221202009XzbMath1273.60064MaRDI QIDQ355296
Publication date: 24 July 2013
Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)
Inequalities; stochastic orderings (60E15) Extreme value theory; extremal stochastic processes (60G70)
Related Items (2)
Bounds for the extremal index of stochastic recurrent sequences ⋮ On extremal indices greater than one for a scheme of series
Cites Work
- Extremes and related properties of random sequences and processes
- Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes
- Extremal behavior of recurrent random sequences
- Usage of processes with continuous time in the study of stochastic recurrent sequences
- On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
This page was built for publication: Uniform estimator of the extremal index of stochastic recurrent sequences
