Phantom distribution functions for some stationary sequences (Q897845)
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scientific article
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| English | Phantom distribution functions for some stationary sequences |
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Phantom distribution functions for some stationary sequences (English)
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8 December 2015
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strictly stationary processes
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extremes
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extremal index
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phantom distribution function
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\(\alpha\)-mixing sequences
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weak dependence
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Lindley's process
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random walk metropolis algorithm
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0.7956526875495911
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0.7587302923202515
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0.7434601783752441
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0.7308654189109802
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0.7123271226882935
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