Uniform estimator of the extremal index of stochastic recurrent sequences

DOI10.3103/S002713221202009XzbMath1273.60064MaRDI QIDQ355296

Anna A. Goldaeva

Publication date: 24 July 2013

Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)

zbMATH Keywords

extremal indexuniform upper bound

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Extreme value theory; extremal stochastic processes (60G70)

Related Items (2)

Bounds for the extremal index of stochastic recurrent sequences ⋮ On extremal indices greater than one for a scheme of series

Cites Work

• Extremes and related properties of random sequences and processes
• Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes
• Extremal behavior of recurrent random sequences
• Usage of processes with continuous time in the study of stochastic recurrent sequences
• On a stochastic difference equation and a representation of non–negative infinitely divisible random variables

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