http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
Calculating the extremal index for a class of stochastic processes
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.
Michael R. Chernick, Tailen Hsing and William P. McCormick.
Includes bibliographical references (leaves 15-16).
Asymptotic distribution (Probability theory)
Technical report (Texas A & M University. Department of Statistics) ; no. 99