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THE EXTREMAL INDEX OF SUB-SAMPLED PERIODIC SEQUENCES WITH STRONG LOCAL DEPENDENCE
sub-sampling periodic sequences extremal index extreme values
2009/2/26
Let X = fXngn¸1 be a T-periodic sequence. We de¯ne a family of local dependence
conditions D(k) T (u), k ¸ 1, and calculate the extremal index µX from the distributions
of k c...