How to compute the extremal index of stationary random fields
Ferreira, Helena; Pereira, Luísa
Statistics & Probability Letters, 78(11) (2008), 1301–1304
http://dx.doi.org/10.1016/j.spl.2007.11.025
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.
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