Geodesic
Uniform estimator of the extremal index of stochastic recurrent sequences
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 2 (2012), pp. 51-55

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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 (in deterministic or random moments of time) of a continuous time process given by a stochastic differential equation. 
@article{VMUMM_2012_2_a11,
     author = {A. A. Goldaeva},
     title = {Uniform estimator of the extremal index of stochastic recurrent sequences},
     journal = {Vestnik Moskovskogo universiteta. Matematika, mehanika},
     pages = {51--55},
     publisher = {mathdoc},
     number = {2},
     year = {2012},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMUMM_2012_2_a11/}
}
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A. A. Goldaeva. Uniform estimator of the extremal index of stochastic recurrent sequences. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 2 (2012), pp. 51-55. http://geodesic.mathdoc.fr/item/VMUMM_2012_2_a11/