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Volumn 66, Issue 2, 1998, Pages 281-288

On blocks and runs estimators of the extremal index

Author keywords

Consistency and asymptotic normality; Mixing conditions; Stationary sequences

Indexed keywords


EID: 0032011339     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(97)00095-5     Document Type: Article
Times cited : (60)

References (14)
  • 1
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    • Calculating the extremal index for a class of stationary sequences
    • Chernick, M.R., Hsing, T., McCormick, W.P., 1991. Calculating the extremal index for a class of stationary sequences. Adv. Probab. 23, 835-850.
    • (1991) Adv. Probab. , vol.23 , pp. 835-850
    • Chernick, M.R.1    Hsing, T.2    McCormick, W.P.3
  • 2
    • 0000790906 scopus 로고
    • Estimating the parameters of rare events
    • Hsing, T., 1991. Estimating the parameters of rare events. Stochast. Process. Appl. 37 (1), 117-139.
    • (1991) Stochast. Process. Appl. , vol.37 , Issue.1 , pp. 117-139
    • Hsing, T.1
  • 3
    • 21344484799 scopus 로고
    • Extremal index estimation for a weakly dependent stationary sequence
    • Hsing, T., 1993. Extremal index estimation for a weakly dependent stationary sequence. Ann. Statist. 21 (4), 2043-2071.
    • (1993) Ann. Statist. , vol.21 , Issue.4 , pp. 2043-2071
    • Hsing, T.1
  • 6
    • 0000583214 scopus 로고
    • Extremes and local dependence in stationary sequences
    • Leadbetter, M.R., 1983. Extremes and local dependence in stationary sequences. Z. Wahr. Ver. Geb. 65, 291-306.
    • (1983) Z. Wahr. Ver. Geb. , vol.65 , pp. 291-306
    • Leadbetter, M.R.1
  • 7
    • 0001433650 scopus 로고
    • Extremal theory for stochastic processes
    • Leadbetter, M.R., Rootzèn, H., 1983. Extremal theory for stochastic processes. Ann. Probab. 16 (2), 431-438.
    • (1983) Ann. Probab. , vol.16 , Issue.2 , pp. 431-438
    • Leadbetter, M.R.1    Rootzèn, H.2
  • 10
    • 0010053953 scopus 로고
    • On the asymptotic distribution of the number of random variables exceeding a given level
    • Novak, S.Yu., 1993. On the asymptotic distribution of the number of random variables exceeding a given level. Siberian Adv. Math. 3 (4), 108-122.
    • (1993) Siberian Adv. Math. , vol.3 , Issue.4 , pp. 108-122
    • Novak, S.Yu.1
  • 11
    • 0002500411 scopus 로고
    • The maximum term of univormly mixing sequence
    • O'Brien, G.L., 1974. The maximum term of univormly mixing sequence. Z. Wahr. Ver. Geb. 30, 57-63.
    • (1974) Z. Wahr. Ver. Geb. , vol.30 , pp. 57-63
    • O'Brien, G.L.1
  • 12
    • 0000824746 scopus 로고
    • Extreme values for stationary and Markov sequences
    • O'Brien, G.L., 1987. Extreme values for stationary and Markov sequences. Ann. Probab. 15 (1), 281-291.
    • (1987) Ann. Probab. , vol.15 , Issue.1 , pp. 281-291
    • O'Brien, G.L.1
  • 13
    • 0001483063 scopus 로고
    • Estimating the extremal index
    • Smith, R.L., Weissmann, I., 1994. Estimating the extremal index. J.R. Statist. Soc. B 56 (3), 515-528.
    • (1994) J.R. Statist. Soc. B , vol.56 , Issue.3 , pp. 515-528
    • Smith, R.L.1    Weissmann, I.2
  • 14
    • 0000548516 scopus 로고
    • On the central limit theorem for φ-mixing triangle arrays of random variables
    • Utev, S.A., 1990. On the central limit theorem for φ-mixing triangle arrays of random variables. Theory Probab. Appl. 35, 131-139.
    • (1990) Theory Probab. Appl. , vol.35 , pp. 131-139
    • Utev, S.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.