A sliding blocks estimator for the extremal index-Reference-Cited by-同舟云学术

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A sliding blocks estimator for the extremal index

Published:2009-01-01 Issue:none Volume:3 Page:
ISSN:1935-7524
Container-title:Electronic Journal of Statistics
language:
Short-container-title:Electron. J. Statist.

Author:

Robert Christian Y.,Segers Johan,Ferro Christopher A.T.

Publisher

Institute of Mathematical Statistics

Subject

Statistics and Probability,Statistics, Probability and Uncertainty

Link

https://projecteuclid.org/download/pdfview_1/euclid.ejs/1253539754

Cited by 36 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

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3. Threshold selection for extremal index estimation;Journal of Nonparametric Statistics;2023-10-13

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5. Statistical analysis for stationary time series at extreme levels: New estimators for the limiting cluster size distribution;Stochastic Processes and their Applications;2022-07

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