rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Calculating the extremal index for a class of stochastic processes
  name:
    name part: Chernick, Michael R.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Hsing, Tailen
    name part: 1955-
    role:
      role term: author.
  name:
    name part: McCormick, William P.
    role:
      role term: author.
  name:
    name part: Texas A & M University
    name part: Department of Statistics,
    role:
      role term: issuing body.
  type of resource: text
  genre: bibliography
  origin info:
    place:
      place term: txu
    date issued: 1990
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: print
    extent: 16 leaves ; 28 cm
  abstract: A local mixing condition D(k) is introduced for stationary sequences satisfying Leadbetter's condition D. Under the local mixing condition, the asymptotic distribution of the sample maximum can be calculated with the knowledge of the joint distribution of k consecutive terms. Some examples are given to illustrate the notion.
  note: Michael R. Chernick, Tailen Hsing and William P. McCormick.
  note: Includes bibliographical references (leaves 15-16).
  subject:
    topic: Extreme value theory
  subject:
    topic: Stationary sequences (Mathematics)
  subject:
    topic: Stochastic processes
  subject:
    topic: Asymptotic distribution (Probability theory)
  subject:
    topic: Autoregression (Statistics)
  subject:
    topic: Mathematical statistics
  subject:
    topic: Mixing condition
  subject:
    topic: ARMA process
  subject:
    topic: Autoregressive-moving-average process
  classification: QA276.A12 T4 no.99
  related item:
    title info:
      title: Technical report (Texas A & M University. Department of Statistics) ; no. 99
  record info:
    record content source: TXA
    record creation date: 180409
    record change date: 20180409162634.0
    record identifier: in00003911206
    language of cataloging:
      language term: eng