Rare events, temporal dependence, and the extremal index
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Publication:3410927
DOI10.1239/jap/1152413735zbMath1103.60054MaRDI QIDQ3410927
Publication date: 16 November 2006
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1152413735
60G70: Extreme value theory; extremal stochastic processes
62G32: Statistics of extreme values; tail inference
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Cites Work
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