A note on the extremal index for space-time processes

Journal of Applied Probability

Volumn 43, Issue 1, 2006, Pages 114-126

  Turkman, K F ^a,b  

^a UNIVERSITY OF LISBON   (Portugal)

^b UNIVERSITY OF LISBON   (Portugal)

Author keywords

Extremal index; Random field

Indexed keywords

EID: 33845338409     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1143936247     Document Type: Article

References (6)

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2. CRESSIE, N. A. C. (1993). Statistics for Spatial Data. John Wiley, New York.
3. EMBRECHTS, P., KLÜPPELBERG, C. AND MIKOSCH, T. (1997). Modelling Extremal Events. Springer, Berlin.
4. O'BRIEN, G. L. (1987). Extreme values for stationary and Markov sequences. Ann. Prob. 15, 281-291.
5. LEADBETTER, M. R. AND ROOTZEN, H. (1997). On extreme values in stationary random fields. Res. Rep. 507, Center for Stochastic Processes, The University of North Carolina and Chapel Hill.
6. RESNICK, S. I. (1987). Extreme Values, Regular Variation, and Point Processes. Springer, New York.