scientific article
From MaRDI portal
Publication:3833345
zbMath0677.60040MaRDI QIDQ3833345
S. Nandagopalan, M. Ross Leadbetter
Publication date: 1989
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
long-range dependenceexceedance point processasymptotic behaviour of maxima and exceedancesclustering results
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Sample path properties (60G17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items
The multivariate extremal index and the dependence structure of a multivariate extreme value distribution, The extremal index of sub-sampled processes, Extremes of a random number of variables from periodic sequences, On the limit distributions of sums of mixing Bernoulli random variables, Adaptive Choice and Resampling Techniques in Extremal Index Estimation, Estimating the extremal index through local dependence, Extremes of multivariate ARMAX processes, Extreme Value Theory and Statistics of Univariate Extremes: A Review, On extremal dependence: some contributions, Clustering of high values in random fields, Modeling clusters of extreme values, On a basis for peaks over threshold modeling, On the measurement and treatment of extremes in time series, Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour, Speed of convergence for laws of rare events and escape rates, Estimation of the extremal index using censored distributions, Methods for estimating the upcrossings index: improvements and comparison, Likelihood estimation of the extremal index, Limit distribution for point processes of high local maxima, Tail and dependence behavior of levels that persist for a fixed period of time, The max-INAR(1) model for count processes, The extremal index, hitting time statistics and periodicity, Limiting crossing probabilities of random fields, The upcrossings index and the extremal index, Modeling rare events through a \(p\)RARMAX process, MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES, On the max-semistable limit of maxima of stationary sequences with missing values, Unnamed Item, Extremes of Some Sub-Sampled Time Series, Records Properties of Non Stationary Time Series, Subsampling techniques and the jackknife methodology in the estimation of the extremal index, Modeling extreme events: sample fraction adaptive choice in parameter estimation, On the bootstrap and the moving block bootstrap for the maximum of a stationary process, Extremal index blocks estimator: the threshold and the block size choice, Asymptotic dependence of bivariate maxima, Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions, On the extremes of the max-INAR(1) process for time series of counts