The extremal index and clustering of high values for derived stationary sequences

DOI10.2307/3215211zbMath0840.60033OpenAlexW4250766722MaRDI QIDQ4866773

Uri Cohen, Ishay Weissman

Publication date: 18 June 1996

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215211

zbMATH Keywords

mixturespointwise maximumstrong-mixingmoving maximum

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (8)

On the maxima and minima of complete and incomplete samples from nonstationary random fields ⋮ Estimating the extremal index through local dependence ⋮ Extreme values statistics for Markov chains via the (pseudo-) regenerative method ⋮ Extremes of Stationary Sequences with Failures ⋮ Extremal behaviour of a periodically controlled sequence with imputed values ⋮ On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring ⋮ Bootstrap and Other Resampling Methodologies in Statistics of Extremes ⋮ Extremes of scale mixtures of multivariate time series

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