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

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

Extreme Values of Non-Stationary Sequences and the Extremal Index.

REPORT published 1 October 1982

Authors: Jurg Husler

Extremal Index Estimation for a Weakly Dependent Stationary Sequence

JOURNAL ARTICLE published 1 December 1993 in The Annals of Statistics

Authors: Tailen Hsing

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

Extremal properties of shot noise processes

JOURNAL ARTICLE published September 1989 in Advances in Applied Probability

Authors: Tailen Hsing | J. L. Teugels

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

On the stationary distribution of some extremal Markovian sequences

JOURNAL ARTICLE published June 1990 in Journal of Applied Probability

Authors: M. T. Alpuim | E. Athayde

Mixing conditions and limit theorems for maxima of some stationary sequences. Technical report No. 18

REPORT published 1 August 1978

Authors: M.R. Chernick

Quasi-stationary distributions and convergence to quasi-stationarity of birth-death processes

JOURNAL ARTICLE published December 1991 in Advances in Applied Probability

Authors: Erik A. Van Doorn

A Note on the Asymptotic Independence of the Sum and Maximum of Strongly Mixing Stationary Random Variables

JOURNAL ARTICLE published 1 April 1995 in The Annals of Probability

Authors: Tailen Hsing

Sums and maxima in stationary sequences

JOURNAL ARTICLE published September 1991 in Journal of Applied Probability

Authors: C. W. Anderson | K.F. Turkman

A counterexample concerning the extremal index

JOURNAL ARTICLE published September 1988 in Advances in Applied Probability

Authors: Richard L. Smith

Relative extremal index of two stationary processes

JOURNAL ARTICLE published April 1991 in Stochastic Processes and their Applications

Authors: Adam Jakubowski

High level exceedances in stationary sequences with extremal index

JOURNAL ARTICLE published November 1988 in Stochastic Processes and their Applications

Authors: M.Teresa Alpuim

Some ARMA models for dependent sequences of poisson counts

JOURNAL ARTICLE published December 1988 in Advances in Applied Probability

Authors: Ed Mckenzie

Index

BOOK CHAPTER published 31 December 1989 in The „Final Solution“

Limits of sequences of stationary planar tessellations

JOURNAL ARTICLE published March 2003 in Advances in Applied Probability

Authors: Werner Nagel | Viola Weiss

The rate of convergence of extremes of stationary normal sequences

JOURNAL ARTICLE published March 1983 in Advances in Applied Probability

Authors: Holger Rootzén

The Functional Law of the Iterated Logarithm for Stationary Strongly Mixing Sequences

JOURNAL ARTICLE published 1 July 1995 in The Annals of Probability

Authors: Emmanuel Rio