On blocks and runs estimators of the extremal index

DOI10.1016/S0378-3758(97)00095-5zbMath0953.62089MaRDI QIDQ1298703

Ishay Weissman, Serguei Novak

Publication date: 22 August 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

consistencyasymptotic normalitystationary sequencemixing condition

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Statistics of extreme values; tail inference (62G32) Inference from stochastic processes (62M99)

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• On the asymptotic distribution of the number of random variables exceeding a given level
• On the Central Limit Theorem for $\varphi$-Mixing Arrays of Random Variables
• Calculating the extremal index for a class of stationary sequences
• The maximum term of uniformly mixing stationary processes
• Extremes and local dependence in stationary sequences

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