Rare events, temporal dependence, and the extremal index

DOI10.1239/jap/1152413735zbMath1103.60054MaRDI QIDQ3410927

Johan Segers

Publication date: 16 November 2006

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1152413735

zbMATH Keywords

stationary sequence; mixing condition; failure set; exceedance; block maximum; M4 process

Mathematics Subject Classification ID

60G70: Extreme value theory; extremal stochastic processes

62G32: Statistics of extreme values; tail inference

Related Items

On Extremal Index of max-stable stationary processes, Extremal shot noises, heavy tails and max-stable random fields, Maxima of moving maxima of continuous functions, Limit theorem for the Robin Hood game, Tail correlation functions of max-stable processes, Extremal indices, geometric ergodicity of Markov chains and MCMC

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