Estimating the extremal index through local dependence
The extremal index is an important parameter in the characterization of extreme values of a stationary sequence. Our new estimation approach for this parameter is based on the extremal behavior under the local dependence condition D(k)(un). We compare a process satisfying one of this hierarchy of in...
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| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2020
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| Texto completo: | http://hdl.handle.net/10400.6/8169 |
| País: | Portugal |
| Oai: | oai:ubibliorum.ubi.pt:10400.6/8169 |