Uniform estimator of the extremal index of stochastic recurrent sequences

DOI10.3103/S002713221202009XzbMATH Open1273.60064MaRDI QIDQ355296FDOQ355296

Anna A. Goldaeva

Publication date: 24 July 2013

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

zbMATH Keywords

extremal indexuniform upper bound

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Inequalities; stochastic orderings (60E15)

Cites Work

• Extremes and related properties of random sequences and processes
• Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes
• On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
• Extremal behavior of recurrent random sequences
• Usage of processes with continuous time in the study of stochastic recurrent sequences

Cited In (4)

• On extremal indices greater than one for a scheme of series
• Title not available (Why is that?)
• Bounds for the extremal index of stochastic recurrent sequences
• Discrepancy estimates for index-transformed uniformly distributed sequences

This page was built for publication: Uniform estimator of the extremal index of stochastic recurrent sequences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q355296)