The Extremal Index of Sub-Sampled Periodic Sequences with Strong Local Dependence
Let X = {Xn}n≥1 be a T-periodic sequence. We define a family of local dependence conditions D (k) T (u), k ≥ 1, and calculate the extremal index θX from the distributions of k consecutive variables of X. For a periodic sub-sampled sequence Y = {Xg(n)}n≥1, where g generates blocks of I1 observations...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2003-11-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/3 |