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How to compute the extremal index of stationary random fields

Ferreira, Helena; Pereira, Luísa

Statistics & Probability Letters, 78(11) (2008), 1301–1304

We present local dependence conditions for stationary random fields under which the extremal index and the asymptotic distribution of the maximum M(n1,…,nd)M(n1,…,nd) can be calculated from the joint distribution of a finite number s1s2s1s2 of variables.