Bounds for the extremal index of stochastic recurrent sequences

被引：0
|
作者：
A. A. Goldaeva
机构：
[1] Lomonosov Moscow State University,
来源：
Mathematical Notes | 2015年 / 98卷
关键词：
stochastic recurrent sequence; extremal index of a stochastic sequence; marginal distribution; tail index of a stochastic sequence; lognormal distribution; Jensen’s inequality;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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.
引用
收藏
页码：392 / 398
页数：6
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