Calculating the extremal index for a class of stationary sequences
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Publication:3981879
DOI10.2307/1427679zbMath0741.60042OpenAlexW2333342026MaRDI QIDQ3981879
Michael R. Chernick, Tailen Hsing, William P. McCormick
Publication date: 26 June 1992
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427679
asymptotic distributionautoregressive processesextreme valueglobal mixing conditionlocal mixing condition
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