The upcrossings index and the extremal index

DOI10.1239/jap/1165505198zbMath1137.60024OpenAlexW2015638960MaRDI QIDQ5441513

Helena Ferreira

Publication date: 15 February 2008

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

Full work available at URL: https://doi.org/10.1239/jap/1165505198

zbMATH Keywords

extremal indexmixing conditionpoint process of exceedancesupcrossings indexpoint process of upcrossings

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Clustering of upcrossings of high values, Estimating the upcrossings index, On extremal dependence: some contributions, On the Multivariate Upcrossings Index, Methods for estimating the upcrossings index: improvements and comparison, The extremal index, hitting time statistics and periodicity, Unnamed Item, Extremes of Homogeneous Gaussian Random Fields

Cites Work

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