Rare Events, Temporal Dependence and the Extremal Index

J.J.J. Segers
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J.J.J. Segers: Tilburg University, Center For Economic Research

No 2006-7, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: block maximum; exceedance; extremal index; failure set; mixing condition; M4 process; rare event; stationary sequence (search for similar items in EconPapers)
Date: 2006
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