Calculating the extremal index for a class of stationary sequences
Authors:
- Michael R. ChernickMCMichael R. Chernick
- Tailen HsingTHTailen Hsing
- William P. McCormickWMWilliam P. McCormick
- 1 December 1991
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 23 (4) , 835-850
Abstract
A local mixing conditionD(k)is introduced for stationary sequences satisfying Leadbetter's conditionD.Under the local mixing condition, the asymptotic distribution of the sample maximum can be calculated with the knowledge of the joint distribution ofkconsecutive terms. Some examples are given to illustrate the notion.Keywords
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