Rare Events, Temporal Dependence and the Extremal Index

J.J.J. Segers

Rare Events, Temporal Dependence and the Extremal Index

J.J.J. Segers

Research output: Working paper › Discussion paper › Other research output

8 Citations (Scopus)

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Abstract

AMS classifications: 60G70; 62G32;

Original language	English
Place of Publication	Tilburg
Publisher	Econometrics
Number of pages	30
Volume	2006-7
Publication status	Published - 2006

Publication series

Name	CentER Discussion Paper
Volume	2006-7

Keywords

block maximum
exceedance
extremal index
failure set
mixing condition
M4 process
rare event
stationary sequence

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title = "Rare Events, Temporal Dependence and the Extremal Index",

abstract = "AMS classifications: 60G70; 62G32;",

keywords = "block maximum, exceedance, extremal index, failure set, mixing condition, M4 process, rare event, stationary sequence",

author = "J.J.J. Segers",

note = "Pagination: 30",

year = "2006",

language = "English",

volume = "2006-7",

series = "CentER Discussion Paper",

publisher = "Econometrics",

type = "WorkingPaper",

institution = "Econometrics",

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TY - UNPB

T1 - Rare Events, Temporal Dependence and the Extremal Index

AU - Segers, J.J.J.

N1 - Pagination: 30

PY - 2006

Y1 - 2006

N2 - AMS classifications: 60G70; 62G32;

AB - AMS classifications: 60G70; 62G32;

KW - block maximum

KW - exceedance

KW - extremal index

KW - failure set

KW - mixing condition

KW - M4 process

KW - rare event

KW - stationary sequence

M3 - Discussion paper

VL - 2006-7

T3 - CentER Discussion Paper

BT - Rare Events, Temporal Dependence and the Extremal Index

PB - Econometrics

CY - Tilburg

ER -

Rare Events, Temporal Dependence and the Extremal Index

Abstract

Publication series

Keywords

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