Calculating the extremal index for a class of stationary sequences (Q3981879)
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scientific article; zbMATH DE number 23507
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Calculating the extremal index for a class of stationary sequences |
scientific article; zbMATH DE number 23507 |
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Calculating the extremal index for a class of stationary sequences (English)
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26 June 1992
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extreme value
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global mixing condition
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local mixing condition
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asymptotic distribution
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autoregressive processes
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0.858095109462738
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0.8174662590026855
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0.81126469373703
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0.8100636005401611
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