๐”– Bobbio Scriptorium
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The Structure of Extremal Processes

โœ Scribed by Sidney I. Resnick and Michael Rubinovitch


Book ID
125059005
Publisher
Applied Probability Trust
Year
1973
Tongue
English
Weight
276 KB
Volume
5
Category
Article
ISSN
0001-8678

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Let X = {Xn}nยฟ0 be a stationary sequence with extremal index ร‚ X . For the sub-sampled sequence Y = {X g(n) }nยฟ1, where g generates blocks of I consecutive observations separated by T -I units, we present results on local and long-range dependence conditions and calculate the extremal index ร‚ Y . Th