%0 Journal Article %1 1986 %A Hüsler, Jürg %D 1986 %I Applied Probability Trust %J Journal of Applied Probability %K Extremes Nonstationarity %N 4 %P pp. 937-950 %T Extreme Values of Non-Stationary Random Sequences %U http://www.jstor.org/stable/3214467 %V 23 %X We extend some results of the extreme-value theory of stationary random sequences to non-stationary random sequences. The extremal index, defined in the stationary case, plays a similar role in the extended case. The details show that this index describes not only the behaviour of exceedances above a high level but also above a non-constant high boundary.

@article{1986, abstract = {We extend some results of the extreme-value theory of stationary random sequences to non-stationary random sequences. The extremal index, defined in the stationary case, plays a similar role in the extended case. The details show that this index describes not only the behaviour of exceedances above a high level but also above a non-constant high boundary.}, added-at = {2011-10-05T14:18:21.000+0200}, author = {Hüsler, Jürg}, biburl = {https://www.bibsonomy.org/bibtex/26d450d430afe349ec75fe685bca58cd8/marsianus}, copyright = {Copyright © 1986 Applied Probability Trust}, description = {JSTOR: Journal of Applied Probability, Vol. 23, No. 4 (Dec., 1986), pp. 937-950}, interhash = {d3c98103deeaeb8acdc695a41c12b82e}, intrahash = {6d450d430afe349ec75fe685bca58cd8}, issn = {00219002}, journal = {Journal of Applied Probability}, jstor_articletype = {research-article}, jstor_formatteddate = {Dec., 1986}, keywords = {Extremes Nonstationarity}, language = {English}, number = 4, pages = {pp. 937-950}, publisher = {Applied Probability Trust}, timestamp = {2011-10-05T14:18:21.000+0200}, title = {Extreme Values of Non-Stationary Random Sequences}, url = {http://www.jstor.org/stable/3214467}, volume = 23, year = 1986 }