Uniform estimator of the extremal index of stochastic recurrent sequences |
| |
Authors: | A. A. Goldaeva |
| |
Affiliation: | 1. Faculty of Mechanics and Mathematics, Moscow State University, Leninskie Gory, Moscow, 119991, Russia
|
| |
Abstract: | A uniform upper bound of the extremal index of some stochastic recurrent sequences is obtained in the paper. We used a new approach consisting in the consideration of sequences of observations (at deterministic or random moments of time) of a continuous time process given by a stochastic differential equation. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|