Extremal index estimation for a weakly dependent stationary sequence /
Under stationarity and weak dependence, the statistical significance and the estimation of the extremal index are considered. It is shown that the distribution of the sample maximum can be uniformly approximated given the extremal index and the marginal distribution as the sample size increases. An...
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| Format: | Book |
| Language: | English |
| Published: |
College Station, Texas :
Department of Statistics, Texas A & M University,
1992.
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| Series: | Technical report (Texas A & M University. Department of Statistics) ;
no. 180. |
| Subjects: |
Cushing: Texas A&M Publications (Remote Storage: 2-3 day retrieval)
| Call Number: |
QA276.A12 T4 no.180 |
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| Call Number | Status | Get It |
| QA276.A12 T4 no.180 | Available | |