The extremal index, hitting time statistics and periodicity

Hitting time statistics and extreme valu

Hitting time statistics and extreme value theory

✍ Ana Cristina Moreira Freitas; Jorge Milhazes Freitas; Mike Todd 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 427 KB

[Wiley Series in Probability and Statist

[Wiley Series in Probability and Statistics] Statistics of Extremes (Theory and Applications) || Extremes of Stationary Time Series

✍ Beirlant, Jan; Goegebeur, Yuri; Teugels, Jozef; Segers, Johan 📂 Article 📅 2005 🏛 John Wiley & Sons, Ltd 🌐 English ⚖ 502 KB

data analysis was performed using R (version 1.6.1), freely available from www.r-

[Wiley Series in Probability and Statist

[Wiley Series in Probability and Statistics] Statistics of Extremes (Theory and Applications) || Author Index

✍ Beirlant, Jan; Goegebeur, Yuri; Teugels, Jozef; Segers, Johan 📂 Article 📅 2005 🏛 John Wiley & Sons, Ltd 🌐 English ⚖ 38 KB 👁 2 views

research In The Statistical Analysis Of Extreme Values Has Flourished Over The Past Decade: New Probability Models, Inference And Data Analysis Techniques Have Been Introduced; And New Application Areas Have Been Explored. *statistics Of Extremes* Comprehensively Covers A Wide Range Of Models And Ap

[Wiley Series in Probability and Statist

[Wiley Series in Probability and Statistics] Statistics of Extremes (Theory and Applications) || Subject Index

✍ Beirlant, Jan; Goegebeur, Yuri; Teugels, Jozef; Segers, Johan 📂 Article 📅 2005 🏛 John Wiley & Sons, Ltd 🌐 English ⚖ 44 KB 👁 2 views

research In The Statistical Analysis Of Extreme Values Has Flourished Over The Past Decade: New Probability Models, Inference And Data Analysis Techniques Have Been Introduced; And New Application Areas Have Been Explored. *statistics Of Extremes* Comprehensively Covers A Wide Range Of Models And Ap

Time scales and statistical uncertaintie

Time scales and statistical uncertainties in the prediction of extreme environmental conditions

✍ J. Labeyrie 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 1011 KB

On blocks and runs estimators of the ext

On blocks and runs estimators of the extremal index

✍ I. Weissman; S.Yu. Novak 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 301 KB

Given a sample from a stationary sequence of random variables, we study the blocks and runs estimators of the extremal index. Conditions are given for consistency and asymptotic normality of these estimators. We show that moment restrictions assumed by Hsing (Stochast. Process. Appl. 37(1), 117 139;