Extreme values of non-stationary random sequences
1986 ◽
Vol 23
(04)
◽
pp. 937-950
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Keyword(s):
We extend some results of the extreme-value theory of stationary random sequences to non-stationary random sequences. The extremal index, defined in the stationary case, plays a similar role in the extended case. The details show that this index describes not only the behaviour of exceedances above a high level but also above a non-constant high boundary.
1986 ◽
Vol 23
(04)
◽
pp. 937-950
◽
Keyword(s):
Keyword(s):
2016 ◽
Vol 16
(03)
◽
pp. 1660015
◽
2020 ◽
Keyword(s):
Keyword(s):
1997 ◽
Vol 29
(01)
◽
pp. 138-164
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