Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Vestnik Moskov. Univ. Ser. 1. Mat. Mekh.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika, 2012, Number 2, Pages 51–55 (Mi vmumm481)  
This article is cited in 3 scientific papers (total in 3 papers)

Short notes

Uniform estimator of the extremal index of stochastic recurrent sequences

A. A. Goldaeva

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Full-text PDF (270 kB) Citations (3)
References:
PDF
HTML
Abstract: 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.
Key words: extremal index, tail index, stochastic difference equations, stochastic differential equations.
Funding agency Grant number
Russian Foundation for Basic Research 11-01-00050
Received: 09.02.2011
English version:
Moscow University Mathematics Bulletin, 2012, Volume 67, Issue 2, Pages 82–85
DOI: https://doi.org/10.3103/S002713221202009X
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: A. A. Goldaeva, “Uniform estimator of the extremal index of stochastic recurrent sequences”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2012, no. 2, 51–55; Moscow University Mathematics Bulletin, 67:2 (2012), 82–85
Citation in format AMSBIB
\Bibitem{Gol12}
\by A.~A.~Goldaeva
\paper Uniform estimator of the extremal index of stochastic recurrent sequences
\jour Vestnik Moskov. Univ. Ser.~1. Mat. Mekh.
\yr 2012
\issue 2
\pages 51--55
\mathnet{http://mi.mathnet.ru/vmumm481}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2985895}
\transl
\jour Moscow University Mathematics Bulletin
\yr 2012
\vol 67
\issue 2
\pages 82--85
\crossref{https://doi.org/10.3103/S002713221202009X}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84870346966}
Linking options:
  • https://www.mathnet.ru/eng/vmumm481
  • https://www.mathnet.ru/eng/vmumm/y2012/i2/p51
    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Statistics & downloads:
    Abstract page:67
    Full-text PDF :30
    References:25
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024