Extremal index estimation for a weakly dependent stationary sequence

DOI10.1214/aos/1176349409zbMath0797.62018MaRDI QIDQ1317263

Tailen Hsing

Publication date: 18 April 1994

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349409

zbMATH Keywords

weak consistency; extremal index; adaptive estimation; weak dependence; uniform approximations; strictly stationary sequence; sample maximum; \(m\)- dependent sequences; continuous marginal distribution

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M99: Inference from stochastic processes

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