Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154039 | Statistics & Probability Letters | 2008 | 4 Pages |
Abstract
We present local dependence conditions for stationary random fields under which the extremal index and the asymptotic distribution of the maximum M(n1,…,nd)M(n1,…,nd) can be calculated from the joint distribution of a finite number s1s2s1s2 of variables.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
H. Ferreira, L. Pereira,