On blocks and runs estimators of the extremal index

@article{Weissman1998OnBA,
  title={On blocks and runs estimators of the extremal index},
  author={I. Weissman and S. Novak},
  journal={Journal of Statistical Planning and Inference},
  year={1998},
  volume={66},
  pages={281-288}
}
Abstract Given a sample from a stationary sequence of random variables, we study the blocks and runs estimators of the extremal index. Conditions are given for consistency and asymptotic normality of these estimators. We show that moment restrictions assumed by Hsing (Stochast. Process. Appl. 37(1), 117–139; Ann. Statist. 21(4), 2043-2021) may be relaxed if a stronger mixing condition holds. The CLT for the runs estimator seems to be proven for the first time. 
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