A counterexample concerning the extremal index
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Publication:3797964
DOI10.2307/1427042zbMath0652.60044OpenAlexW4255857509MaRDI QIDQ3797964
Publication date: 1988
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427042
Related Items (9)
Cluster size distributions of extreme values for the Poisson-Voronoi tessellation ⋮ On limiting cluster size distributions for processes of exceedances for stationary sequences ⋮ Cluster distributions for dynamically defined point processes ⋮ Dynamical counterexamples regarding the extremal index and the mean of the limiting cluster size distribution ⋮ Inference for the limiting cluster size distribution of extreme values ⋮ Asymptotic \((r-1)\)-dependent representation for \(r\)th order statistic from a stationary sequence ⋮ Limiting entry and return times distribution for arbitrary null sets ⋮ Clustering indices and decay of correlations in non-Markovian models ⋮ Clustering of extreme events created by multiple correlated maxima
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