On the multivariate extremal index (Q4355366)
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scientific article; zbMATH DE number 1062932
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| default for all languages | No label defined |
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| English | On the multivariate extremal index |
scientific article; zbMATH DE number 1062932 |
Statements
On the multivariate extremal index (English)
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10 February 1998
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dependence function
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point process
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stationary sequences
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mixing assumptions
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level exceedances
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moving average sequences
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0.8693209290504456
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0.8443847298622131
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0.8439548015594482
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0.8390327095985413
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0.8384499549865723
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