Calculating the extremal index for a class of stationary sequences

Citation
R. Chernick, Michael et al., Calculating the extremal index for a class of stationary sequences, Advances in applied probability , 23(4), 1991, pp. 835-850
ISSN journal
00018678
Volume
23
Issue
4
Year of publication
1991
Pages
835 - 850
Database
ACNP
SICI code
Abstract
A local mixing condition D(k) is introduced for stationary sequences satisfying Leadbetter's condition D. Under the local mixing condition, the asymptotic distribution of the sample maximum can be calculated with the knowledge of the joint distribution of k consecutive terms. Some examples are given to illustrate the notion.