Abstract
The paper presents a method of computing the extremal index of a real-valued, higher-order (kth-order,
Citation
Seokhoon Yun. "The extremal index of a higher-order stationary Markov chain." Ann. Appl. Probab. 8 (2) 408 - 437, May 1998. https://doi.org/10.1214/aoap/1028903534
Information