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Matematicheskie Zametki, 2015, Volume 98, Issue 3, Pages 349–355
DOI: https://doi.org/10.4213/mzm10179 (Mi mzm10179) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Bounds for the Extremal Index of Stochastic Recurrent Sequences

A. A. Goldaeva

Lomonosov Moscow State University
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DOI: https://doi.org/10.4213/mzm10179
Abstract: 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.
Keywords: stochastic recurrent sequence, extremal index of a stochastic sequence, marginal distribution, tail index of a stochastic sequence, lognormal distribution, Jensen's inequality.
Funding agency Grant number
Russian Foundation for Basic Research 11-01-00050
This work was supported by the Russian Foundation for Basic Research under grant 11-01-00050.
Received: 31.01.2013
Revised: 02.10.2013
English version:
Mathematical Notes, 2015, Volume 98, Issue 3, Pages 392–398
DOI: https://doi.org/10.1134/S0001434615090047
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. A. Goldaeva, “Bounds for the Extremal Index of Stochastic Recurrent Sequences”, Mat. Zametki, 98:3 (2015), 349–355; Math. Notes, 98:3 (2015), 392–398
Citation in format AMSBIB
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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