Extremal indices and clusters in the linear recursive stochastic sequences

DOI10.1137/S0040585X97986837MaRDI QIDQ5248274zbMATH OpenFDO

Authors Anna A. Goldaeva

Publication date 28 April 2015

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X97986837

zbMATH Keywords

clustersextremal indexhigh level excessesstochastic recurrent sequences

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

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Cited in

(4)

• On extremal indices greater than one for a scheme of series
• Bounds for the extremal index of stochastic recurrent sequences
• Uniform estimator of the extremal index of stochastic recurrent sequences
• scientific article; zbMATH DE number 2138429 (Why is no real title available?)

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