{"paper":{"title":"Methods for estimating the upcrossings index: improvements ans comparison","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Ana Paula Martins, Jo\\~ao Renato Sebasti\\~ao","submitted_at":"2015-07-31T23:38:59Z","abstract_excerpt":"The upcrossings index $0\\leq \\eta\\leq 1,$ a measure of the degree of local dependence in the upcrossings of a high level by a stationary process, plays, together with the extremal index $\\theta,$ an important role in extreme events modelling. For stationary processes, verifying a long range dependence condition, upcrossings of high thresholds in different blocks can be assumed asymptotically independent and therefore blocks estimators for the upcrossings index can be easily constructed using disjoint blocks. In this paper we focus on the estimation of the upcrossings index via the blocks metho"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1508.00053","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}