Bounds for the extremal index of stochastic recurrent sequences (Q276636)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for the extremal index of stochastic recurrent sequences |
scientific article |
Statements
Bounds for the extremal index of stochastic recurrent sequences (English)
0 references
4 May 2016
0 references
stochastic recurrent sequence
0 references
extremal index of a stochastic sequence
0 references
marginal distribution
0 references
tail index of a stochastic sequence
0 references
lognormal distribution
0 references
Jensen inequality
0 references
0 references
0 references
