Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities (Q2388961): Difference between revisions

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+https://doi.org/10.1016/j.jspi.2009.03.010
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+W2003689309
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+Q4836494
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+Q4269108
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+Nonparametric statistics for stochastic processes. Estimation and prediction.
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+Decompounding Poisson random sums: recursively truncated estimates in the discrete case
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+Calculating the extremal index for a class of stationary sequences
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+A note on empirical processes of strong-mixing sequences
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+Inference for Clusters of Extreme Values
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+Estimating the parameters of rare events
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+Extremal index estimation for a weakly dependent stationary sequence
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+On the exceedance point process for a stationary sequence
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+New estimators for the extremal index and other cluster characteristics
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+Extremes and local dependence in stationary sequences
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+Extreme values for stationary and Markov sequences
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+Inference for the limiting cluster size distribution of extreme values
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+Likelihood estimation of the extremal index
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+On blocks and runs estimators of the extremal index
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