搜索结果: 1-4 共查到“extremal index”相关记录4条 . 查询时间(0.067 秒)
Bias correction for estimators of the extremal index
absolute regularity clustering of extremes extremal index
2011/7/19
We investigate the joint asymptotic behavior of so-called blocks estimator of the extremal index, that determines the mean length of clusters of extremes, based on the exceedances over different thres...
Bias correction for estimators of the extremal index
absolute regularity clustering of extremes extremal index empirical cluster process bias reduction
2011/9/29
Abstract: We investigate the joint asymptotic behavior of so-called blocks estimator of the extremal index, that determines the mean length of clusters of extremes, based on the exceedances over diffe...
THE EXTREMAL INDEX OF SUB-SAMPLED PERIODIC SEQUENCES WITH STRONG LOCAL DEPENDENCE
sub-sampling periodic sequences extremal index extreme values
2009/2/26
Let X = fXngn¸1 be a T-periodic sequence. We de¯ne a family of local dependence
conditions D(k) T (u), k ¸ 1, and calculate the extremal index µX from the distributions
of k c...
A NEW DEPENDENCE CONDITION FOR TIME SERIES AND THE EXTREMAL INDEX OF HIGHER-ORDER MARKOV CHAINS
extremal coefficient dependence extremes extremal index higher-order stationary Markov sequences
2009/2/25
We present a new dependence condition for time series and extend the extremal types
theorem.The dependence structure of a stationary sequence is described by a sequence of
extremal functions. Under ...