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A new family of estimators for the extremal index

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  • Olmo, J.

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  • Olmo, J., 2006. "A new family of estimators for the extremal index," Working Papers 06/01, Department of Economics, City University London.
    • Handle: RePEc:cty:dpaper:06/01
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    File URL: https://openaccess.city.ac.uk/id/eprint/1444/1/0601_olmo.pdf
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    References listed on IDEAS

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    1. Laurens de Haan, 1976. "Sample extremes: an elementary introduction," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 30(4), pages 161-172, December.
    2. de Haan, Laurens, 1976. "Sample Extremes: An Elementary Introduction," Econometric Institute Archives 272130, Erasmus University Rotterdam.
    3. Hsing, Tailen, 1991. "Estimating the parameters of rare events," Stochastic Processes and their Applications, Elsevier, vol. 37(1), pages 117-139, February.
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