Extremal behaviour of stationary processes: the calibration technique in the extremal index estimation

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Cite this

@article{ee11cb398ccd41ee83f8ee78e4d0f858,

title = "Extremal behaviour of stationary processes: the calibration technique in the extremal index estimation",

author = "Gomes, {Dora Susana Raposo Prata}",

year = "2010",

month = jan,

day = "1",

language = "Unknown",

volume = "30",

pages = "21----33",

journal = "Discuss. Math. Probab. Stat.",

issn = "1509-9423",

number = "1",

}