Functionals of clusters of extremes

Advances in Applied Probability

Volumn 35, Issue 4, 2003, Pages 1028-1045

  Segers, Johan ^a,b  

^a TILBURG UNIVERSITY   (Netherlands)

^b UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

Cluster functional; Extremal index; Extreme value distribution; Stationary sequence; Tail sequence; Threshold exceedance

Indexed keywords

STATIONARY SEQUENCES;

APPROXIMATION THEORY; ASYMPTOTIC STABILITY; CONVERGENCE OF NUMERICAL METHODS; FUNCTIONS; MARKOV PROCESSES;

PROBABILITY;

EID: 0344082898     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1067436333     Document Type: Article

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