{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,27]],"date-time":"2026-03-27T15:49:03Z","timestamp":1774626543806,"version":"3.50.1"},"reference-count":29,"publisher":"Springer Science and Business Media LLC","issue":"4","license":[{"start":{"date-parts":[[2013,6,4]],"date-time":"2013-06-04T00:00:00Z","timestamp":1370304000000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["TEST"],"published-print":{"date-parts":[[2013,11]]},"DOI":"10.1007\/s11749-013-0326-6","type":"journal-article","created":{"date-parts":[[2013,6,3]],"date-time":"2013-06-03T04:30:51Z","timestamp":1370233851000},"page":"606-627","source":"Crossref","is-referenced-by-count":8,"title":["Extremes of multivariate ARMAX processes"],"prefix":"10.1007","volume":"22","author":[{"given":"Marta","family":"Ferreira","sequence":"first","affiliation":[]},{"given":"Helena","family":"Ferreira","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2013,6,4]]},"reference":[{"key":"326_CR1","doi-asserted-by":"crossref","first-page":"219","DOI":"10.2307\/3214030","volume":"26","author":"MT Alpuim","year":"1989","unstructured":"Alpuim MT (1989) An extremal Markovian sequence. J Appl Probab 26:219\u2013232","journal-title":"J Appl Probab"},{"key":"326_CR2","volume-title":"Probability and measure","author":"P Billingsley","year":"1995","unstructured":"Billingsley P (1995) Probability and measure, 3rd edn. Wiley, New York","edition":"3"},{"key":"326_CR3","unstructured":"Canto e Castro L (1992) Sobre a Teoria Assint\u00f3tica de Extremos. PhD Thesis, FCUL 1992"},{"issue":"2","key":"326_CR4","doi-asserted-by":"crossref","first-page":"257","DOI":"10.2307\/1426520","volume":"14","author":"D Daley","year":"1982","unstructured":"Daley D, Haslett J (1982) A thermal energy storage with controlled input. Adv Appl Probab 14(2):257\u2013271","journal-title":"Adv Appl Probab"},{"key":"326_CR5","doi-asserted-by":"crossref","first-page":"781","DOI":"10.2307\/1427767","volume":"21","author":"R Davis","year":"1989","unstructured":"Davis R, Resnick S (1989) Basic properties and prediction of max-ARMA processes. Adv Appl Probab 21:781\u2013803","journal-title":"Adv Appl Probab"},{"issue":"3","key":"326_CR6","doi-asserted-by":"crossref","first-page":"1764","DOI":"10.1214\/12-AOS1023","volume":"40","author":"JHJ Einmahl","year":"2012","unstructured":"Einmahl JHJ, Krajina A, Segers J (2012) An M-estimator for tail dependence in arbitrary dimensions. Ann Stat 40(3):1764\u20131793","journal-title":"Ann Stat"},{"key":"326_CR7","doi-asserted-by":"crossref","first-page":"111","DOI":"10.1016\/0304-4149(94)90115-5","volume":"49","author":"H Ferreira","year":"1994","unstructured":"Ferreira H (1994) Multivariate extreme values in T-periodic random sequences under mild oscillation restrictions. Stoch Process Appl 49:111\u2013125","journal-title":"Stoch Process Appl"},{"issue":"12","key":"326_CR8","first-page":"107","volume":"5","author":"M Ferreira","year":"2012","unstructured":"Ferreira M (2012) Parameter estimation and dependence characterization of the MAR(1) process. ProbStat Forum 5(12):107\u2013111","journal-title":"ProbStat Forum"},{"issue":"2","key":"326_CR9","doi-asserted-by":"crossref","first-page":"113","DOI":"10.1007\/s10687-007-0046-y","volume":"11","author":"M Ferreira","year":"2008","unstructured":"Ferreira M, Canto e Castro L (2008) Tail and dependence behaviour of levels that persist for a fixed period of time. Extremes 11(2):113\u2013133","journal-title":"Extremes"},{"issue":"11","key":"326_CR10","doi-asserted-by":"crossref","first-page":"3552","DOI":"10.1016\/j.jspi.2010.05.024","volume":"140","author":"M Ferreira","year":"2010","unstructured":"Ferreira M, Canto e Castro L (2010) Modeling rare events through a pRARMAX process. J Stat Plan Inference 140(11):3552\u20133566","journal-title":"J Stat Plan Inference"},{"issue":"5","key":"326_CR11","first-page":"988","volume":"48","author":"H Ferreira","year":"2012","unstructured":"Ferreira H, Ferreira M (2012) On extremal dependence of block vectors. Kybernetika 48(5):988\u20131006","journal-title":"Kybernetika"},{"issue":"2","key":"326_CR12","doi-asserted-by":"crossref","first-page":"232","DOI":"10.1287\/moor.13.2.232","volume":"13","author":"PE Greenwood","year":"1988","unstructured":"Greenwood PE, Hooghiemstra G (1988) An extreme-type limit law for a storage process. Math Oper Res 13(2):232\u2013242","journal-title":"Math Oper Res"},{"key":"326_CR13","volume-title":"Analysis and optimization of stochastic systems","author":"J Haslett","year":"1979","unstructured":"Haslett J (1979) Problems in the stochastic storage of a solar thermal energy. In: Jacobs O (ed) Analysis and optimization of stochastic systems. Academic Press, London"},{"key":"326_CR14","doi-asserted-by":"crossref","first-page":"57","DOI":"10.1007\/s10687-007-0035-1","volume":"10","author":"JE Heffernan","year":"2007","unstructured":"Heffernan JE, Tawn JA, Zhang Z (2007) Asymptotically (in)dependent multivariate maxima of moving maxima processes. Extremes 10:57\u201382","journal-title":"Extremes"},{"key":"326_CR15","volume-title":"Statistics of bivariate extreme values","author":"X Huang","year":"1992","unstructured":"Huang X (1992) Statistics of bivariate extreme values. Thesis Publishers, Amsterdam"},{"key":"326_CR16","doi-asserted-by":"crossref","DOI":"10.1201\/b13150","volume-title":"Multivariate models and dependence concepts","author":"H Joe","year":"1997","unstructured":"Joe H (1997) Multivariate models and dependence concepts. Chapman & Hall, London"},{"key":"326_CR17","doi-asserted-by":"crossref","first-page":"69","DOI":"10.1007\/978-1-4612-3634-4_7","volume-title":"Extreme value theory","author":"MR Leadbetter","year":"1989","unstructured":"Leadbetter MR, Nandagopalan S (1989) On exceedance point processes for stationary sequences under mild oscillation restrictions. In: H\u00fcsler J, Reiss R-D (eds) Extreme value theory. Springer, Berlin, pp\u00a069\u201380"},{"key":"326_CR18","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4612-5449-2","volume-title":"Extremes and related properties of random sequences and processes","author":"MR Leadbetter","year":"1983","unstructured":"Leadbetter MR, Lindgren G, Rootz\u00e9n H (1983) Extremes and related properties of random sequences and processes. Springer, New York"},{"issue":"4","key":"326_CR19","doi-asserted-by":"crossref","first-page":"506","DOI":"10.1134\/S0001434608030243","volume":"83","author":"AV Lebedev","year":"2008","unstructured":"Lebedev AV (2008) Statistical analysis of first-order MARMA processes. Math Notes 83(4):506\u2013511","journal-title":"Math Notes"},{"key":"326_CR20","doi-asserted-by":"crossref","first-page":"169","DOI":"10.1093\/biomet\/83.1.169","volume":"83","author":"A Ledford","year":"1996","unstructured":"Ledford A, Tawn JA (1996) Statistics for near independence in multivariate extreme values. Biometrika 83:169\u2013187","journal-title":"Biometrika"},{"key":"326_CR21","doi-asserted-by":"crossref","first-page":"475","DOI":"10.1111\/1467-9868.00080","volume":"59","author":"A Ledford","year":"1997","unstructured":"Ledford A, Tawn JA (1997) Modelling dependence within joint tail regions. J R Stat Soc, Ser B, Stat Methodol 59:475\u2013499","journal-title":"J R Stat Soc, Ser B, Stat Methodol"},{"key":"326_CR22","unstructured":"Nandagopalan S (1990) Multivariate extremes and estimation of the extremal index. PhD Dissertation, Department of Statistics, University of North, Carolina, USA"},{"issue":"2","key":"326_CR23","doi-asserted-by":"crossref","first-page":"157","DOI":"10.1137\/1101016","volume":"1","author":"YV Prokhorov","year":"1956","unstructured":"Prokhorov YV (1956) Convergence of random processes and limit theorems in probability theory. Theory Probab Appl 1(2):157\u2013214","journal-title":"Theory Probab Appl"},{"key":"326_CR24","doi-asserted-by":"crossref","first-page":"307","DOI":"10.1111\/j.1467-9469.2005.00483.x","volume":"33","author":"R Schmidt","year":"2006","unstructured":"Schmidt R, Stadtm\u00fcller U (2006) Nonparametric estimation of tail dependence. Scand J Stat 33:307\u2013335","journal-title":"Scand J Stat"},{"key":"326_CR25","doi-asserted-by":"crossref","first-page":"195","DOI":"10.1007\/BF01682329","volume":"11","author":"M Sibuya","year":"1960","unstructured":"Sibuya M (1960) Bivariate extreme statistics. Ann Inst Stat Math 11:195\u2013210","journal-title":"Ann Inst Stat Math"},{"key":"326_CR26","unstructured":"Smith RL, Weissman I (1996) Characterization and estimation of the multivariate extremal index. Technical Report, Univ North, Carolina"},{"key":"326_CR27","volume-title":"Almost sure convergence","author":"W Stout","year":"1974","unstructured":"Stout W (1974) Almost sure convergence. Academic Press, New York"},{"key":"326_CR28","series-title":"Advances in econometrics","doi-asserted-by":"crossref","first-page":"317","DOI":"10.1016\/S0731-9053(05)20033-6","volume-title":"Econometric analysis of financial and economic time series","author":"Z Zhang","year":"2006","unstructured":"Zhang Z (2006) A new class of tail-dependent time-series models and its applications in financial time series. In: Fomby TB, Terrell D (eds) Econometric analysis of financial and economic time series. Advances in econometrics, vol\u00a020. Emerald Group Publishing Limited, Bingley, pp 317\u2013352"},{"key":"326_CR29","doi-asserted-by":"crossref","first-page":"121","DOI":"10.1007\/s10463-006-0078-0","volume":"60","author":"Z Zhang","year":"2008","unstructured":"Zhang Z (2008) The estimation of M4 processes with geometric moving patterns. Ann Inst Stat Math 60:121\u2013150","journal-title":"Ann Inst Stat Math"}],"container-title":["TEST"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11749-013-0326-6.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s11749-013-0326-6\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11749-013-0326-6","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,6,3]],"date-time":"2019-06-03T11:36:53Z","timestamp":1559561813000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s11749-013-0326-6"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2013,6,4]]},"references-count":29,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2013,11]]}},"alternative-id":["326"],"URL":"https:\/\/doi.org\/10.1007\/s11749-013-0326-6","relation":{},"ISSN":["1133-0686","1863-8260"],"issn-type":[{"value":"1133-0686","type":"print"},{"value":"1863-8260","type":"electronic"}],"subject":[],"published":{"date-parts":[[2013,6,4]]}}}