Displaying similar documents to “Estimating the extremal index through the tail dependence concept”

Extremal behaviour of stationary processes: the calibration technique in the extremal index estimation

D. Prata Gomes, Maria Manuela Neves (2010)

Discussiones Mathematicae Probability and Statistics

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Classical extreme value methods were derived when the underlying process is assumed to be a sequence of independent random variables. However when observations are taken along the time and/or the space the independence is an unrealistic assumption. A parameter that arises in this situation, characterizing the degree of local dependence in the extremes of a stationary series, is the extremal index, θ. In several areas such as hydrology, telecommunications, finance and environment, for...

The Siciak-Zahariuta extremal function as the envelope of disc functionals

Finnur Lárusson, Ragnar Sigurdsson (2005)

Annales Polonici Mathematici

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We establish disc formulas for the Siciak-Zahariuta extremal function of an arbitrary open subset of complex affine space. This function is also known as the pluricomplex Green function with logarithmic growth or a logarithmic pole at infinity. We extend Lempert's formula for this function from the convex case to the connected case.

Siciak's extremal function in complex and real analysis

W. Pleśniak (2003)

Annales Polonici Mathematici

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The Siciak extremal function establishes an important link between polynomial approximation in several variables and pluripotential theory. This yields its numerous applications in complex and real analysis. Some of them can be found on a rich list drawn up by Klimek in his well-known monograph "Pluripotential Theory". The purpose of this paper is to supplement it by applications in constructive function theory.