How to compute the extremal index of stationary random fields

DOI10.1016/J.SPL.2007.11.025MaRDI QIDQ945461zbMATH OpenOpenAlexFDO

Authors Helena Ferreira, Luisa Pereira

Publication date 12 September 2008

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2007.11.025

Mathematics Subject Classification ID

Random fields (60G60) Stationary stochastic processes (60G10)

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Cites work

• scientific article; zbMATH DE number 1223602 (Why is no real title available?)
• Calculating the extremal index for a class of stationary sequences
• Limiting crossing probabilities of random fields

Cited in

(15)

• Limiting crossing probabilities of random fields
• On extremal indices greater than one for a scheme of series
• Multivariate extremes of random scores of particles in branching processes with max-linear heredity
• Clustering of high values in random fields
• On extremal index of max-stable random fields
• Managing local dependencies in asymptotic theory for maxima of stationary random fields
• On the maxima and minima of complete and incomplete samples from nonstationary random fields
• The asymptotic location of the maximum of a stationary random field
• Directional phantom distribution functions for stationary random fields
• Regularly varying random fields
• Asymptotic location of largest values of a stationary random field
• On the maxima and sums of homogeneous Gaussian random fields
• Point processes of exceedances by random fields
• Random fields and random sampling.
• On maxima of stationary fields

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