Exploració per autor "Ferreira, Helena"
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Extremes of periodic moving averages of random variables with regularly varying tail probabilities
Martins, Ana Paula; Ferreira, Helena (Institut d'Estadística de Catalunya, 2004)
Article
Accés obertWe define a family of local mixing conditions that enable the computation of the extremal index of periodic sequences from the joint distributions of kconsecutive variables of the sequence. By applying results, under local ...