The possibility of existence of extremal indices exceeding one

DOI10.3103/S0027132222010041MaRDI QIDQ2674653zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 14 September 2022

Published in Moscow University Mathematics Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s0027132222010041

zbMATH Keywords

copulaextremal indexheavy tailsmaximascheme of seriesstable distributions

Mathematics Subject Classification ID

Stochastic processes (60Gxx) Nonparametric inference (62Gxx) Mathematical economics (91Bxx)

Cites work

• An introduction to copulas.
• Extreme value theory. An introduction.
• Extremes and related properties of random sequences and processes
• scientific article; zbMATH DE number 5898106 (Why is no real title available?)
• scientific article; zbMATH DE number 2231189 (Why is no real title available?)
• Maxima and sums of non-stationary random length sequences
• On extremal indices greater than one for a scheme of series

Cited in

(2)

• A counterexample concerning the extremal index
• Some variations on the extremal index

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