Geodesic
Uniform estimator of the extremal index of stochastic recurrent sequences
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 2 (2012), pp. 51-55 Cet article a éte moissonné depuis la source Math-Net.Ru

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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. 
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     author = {A. A. Goldaeva},
     title = {Uniform estimator of the extremal index of stochastic recurrent sequences},
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     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/

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