Phantom distribution functions for some stationary sequences
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Publication:897845
DOI10.1007/s10687-015-0228-yzbMath1337.60049arXiv1509.05449WikidataQ59403161 ScholiaQ59403161MaRDI QIDQ897845
Gabriel Lang, Adam Jakubowski, Paul Doukhan
Publication date: 8 December 2015
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1509.05449
extremal index; weak dependence; extremes; phantom distribution function; \(\alpha\)-mixing sequences; Lindley's process; random walk metropolis algorithm; strictly stationary processes
60G10: Stationary stochastic processes
60G70: Extreme value theory; extremal stochastic processes
60F99: Limit theorems in probability theory
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