The upcrossings index and the extremal index

JOURNAL ARTICLE published December 2006 in Journal of Applied Probability

Authors: H. Ferreira

The upcrossings index and the extremal index

JOURNAL ARTICLE published December 2006 in Journal of Applied Probability

Authors: H. Ferreira

Rare events, temporal dependence, and the extremal index

JOURNAL ARTICLE published June 2006 in Journal of Applied Probability

Authors: Johan Segers

A Note on the Extremal Index for Space-Time Processes

JOURNAL ARTICLE published March 2006 in Journal of Applied Probability

Authors: K. F. Turkman

Estimating the extremal index through local dependence

JOURNAL ARTICLE published 1 May 2018 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Helena Ferreira | Marta Ferreira

The extremal index of a higher-order stationary Markov chain

JOURNAL ARTICLE published 1 May 1998 in The Annals of Applied Probability

Authors: Seokhoon Yun

A counterexample concerning the extremal index

JOURNAL ARTICLE published September 1988 in Advances in Applied Probability

Authors: Richard L. Smith

The extremal index for a Markov chain

JOURNAL ARTICLE published March 1992 in Journal of Applied Probability

Authors: Richard L. Smith

The extremal index in 10 seconds

JOURNAL ARTICLE published September 1997 in Journal of Applied Probability

Authors: Gerard Hooghiemstra | Ludolf E. Meester

Index

JOURNAL ARTICLE published December 2000 in Carbohydrate Research

Extremal Functions for Shortening Sets of Paths

JOURNAL ARTICLE published November 2006 in Combinatorics, Probability and Computing

Authors: PAUL WOLLAN

On the Multivariate Upcrossings Index

JOURNAL ARTICLE published 19 March 2014 in Communications in Statistics - Theory and Methods

Authors: C. Viseu | L. Pereira | A. P. Martins | H. Ferreira

Estimating the upcrossings index

JOURNAL ARTICLE published November 2013 in TEST

Authors: J. R. Sebastião | A. P. Martins | H. Ferreira | L. Pereira

Extremal index: estimation and resampling

JOURNAL ARTICLE published 7 September 2023 in Computational Statistics

Research funded by Fundação para a Ciência e a Tecnologia (UIDB/00013/2020, UIDP/00013/2020, UIDB/00006/2020)

Authors: Marta Ferreira

The extremal index and clustering of high values for derived stationary sequences

JOURNAL ARTICLE published December 1995 in Journal of Applied Probability

Authors: Ishay Weissman | Uri Cohen

Index

BOOK CHAPTER published 2006 in IPv6 Core Protocols Implementation

Calculating the extremal index for a class of stationary sequences

JOURNAL ARTICLE published December 1991 in Advances in Applied Probability

Authors: Michael R. Chernick | Tailen Hsing | William P. McCormick

Limiting crossing probabilities of random fields

JOURNAL ARTICLE published September 2006 in Journal of Applied Probability

Authors: L. Pereira | H. Ferreira

Index

BOOK CHAPTER published 2006 in Contraindications in Physical Rehabilitation

Limit laws for the maxima of chain-dependent sequences with positive extremal index

JOURNAL ARTICLE published March 1992 in Journal of Applied Probability

Authors: K. F. Turkman | M. F. Oliveira