Subsampling techniques and the Jackknife methodology in the estimation of the extremal index
For a sequence of independent, identically distributed random variables any limiting point process for the time normalized exceedances of high levels is a Poisson process. However, for stationary dependent sequences, under general local and asymptotic dependence restrictions, any limiting point proc...
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| Outros Autores: | , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
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| Texto completo: | http://hdl.handle.net/10773/6130 |
| País: | Portugal |
| Oai: | oai:ria.ua.pt:10773/6130 |