On blocks and runs estimators of the extremal index-Reference-Cited by-同舟云学术

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On blocks and runs estimators of the extremal index

Published:1998-03 Issue:2 Volume:66 Page:281-288
ISSN:0378-3758
Container-title:Journal of Statistical Planning and Inference
language:en
Short-container-title:Journal of Statistical Planning and Inference

Author:

Weissman I.,Novak S.Yu.

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference14 articles.

1. Calculating the extremal index for a class of stationary sequences;Chernick;Adv. Probab.,1991

2. Estimating the parameters of rare events;Hsing;Stochast. Process. Appl.,1991

3. Extremal index estimation for a weakly dependent stationary sequence;Hsing;Ann. Statist.,1993

4. On the exceedence point process for stationary sequence;Hsing;Probab. Theory Related Fields,1988

5. Independent and Stationary Sequences of Random Variables;Ibragimov,1969

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1. On Maxima of Stationary Delay in the $${M/G/2}$$ Systems;Moscow University Computational Mathematics and Cybernetics;2024-06

2. Clusters of Extremes;Springer Series in Operations Research and Financial Engineering;2024

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

4. Extremal index: estimation and resampling;Computational Statistics;2023-09-07

5. Measuring Extremal Clustering in Time Series;ITISE 2023;2023-07-06

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