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On the Multivariate Extremal Index
The exceedance point process approach of Hsing et al. is extended to multivariate stationary sequences and some weak convergence results are obtained. It is well known that under general mixing assumptions, high level exceedances typically have a limiting Compound Poisson structure where multiple ev...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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[Gaithersburg, MD] : U.S. Dept. of Commerce, National Institute of Standards and Technology
1994
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8345303/ https://www.ncbi.nlm.nih.gov/pubmed/37405296 http://dx.doi.org/10.6028/jres.099.052 |