Geodesic
Bounds for the Extremal Index of Stochastic Recurrent Sequences
Matematičeskie zametki, Tome 98 (2015) no. 3, pp. 349-355

Voir la notice de l'article provenant de la source Math-Net.Ru

The paper is devoted to the study of the extremal index for some stochastic recurrent sequences and to the derivation of bounds for the cases in which it is impossible to express the extremal index in explicit form.
Keywords: stochastic recurrent sequence, extremal index of a stochastic sequence, marginal distribution, tail index of a stochastic sequence, Jensen's inequality.
Mots-clés : lognormal distribution 
@article{MZM_2015_98_3_a2,
     author = {A. A. Goldaeva},
     title = {Bounds for the {Extremal} {Index} of {Stochastic} {Recurrent} {Sequences}},
     journal = {Matemati\v{c}eskie zametki},
     pages = {349--355},
     publisher = {mathdoc},
     volume = {98},
     number = {3},
     year = {2015},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MZM_2015_98_3_a2/}
}
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A. A. Goldaeva. Bounds for the Extremal Index of Stochastic Recurrent Sequences. Matematičeskie zametki, Tome 98 (2015) no. 3, pp. 349-355. http://geodesic.mathdoc.fr/item/MZM_2015_98_3_a2/