How to compute the extremal index of stationary random fields

H. Ferreira and L. Pereira

Statistics & Probability Letters, 2008, vol. 78, issue 11, 1301-1304

Abstract: We present local dependence conditions for stationary random fields under which the extremal index and the asymptotic distribution of the maximum M(n1,...,nd) can be calculated from the joint distribution of a finite number s1s2 of variables.

Date: 2008
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Citations: View citations in EconPapers (5)

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