{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2023,9,14]],"date-time":"2023-09-14T16:47:57Z","timestamp":1694710077804},"reference-count":14,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[2016,7,14]],"date-time":"2016-07-14T00:00:00Z","timestamp":1468454400000},"content-version":"unspecified","delay-in-days":4334,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Journal of Applied Probability"],"published-print":{"date-parts":[[2004,9]]},"abstract":"<jats:p>We examine the joint finite structure of extremes of the ARCH process and find an unexpected phenomenon: when assessing probabilities of failure during some finite time interval in the future, the extremal index seems not to be the object to look at. Two possible ramifications of this phenomenon are put forward.<\/jats:p>","DOI":"10.1239\/jap\/1091543434","type":"journal-article","created":{"date-parts":[[2004,8,31]],"date-time":"2004-08-31T21:24:33Z","timestamp":1093987473000},"page":"919-926","source":"Crossref","is-referenced-by-count":11,"title":["Joint exceedances of the ARCH process"],"prefix":"10.1017","volume":"41","author":[{"given":"M. Ivette","family":"Gomes","sequence":"first","affiliation":[]},{"given":"Laurens","family":"de Haan","sequence":"additional","affiliation":[]},{"given":"Dinis","family":"Pestana","sequence":"additional","affiliation":[]}],"member":"56","published-online":{"date-parts":[[2016,7,14]]},"reference":[{"key":"S0021900200020635_ref7","unstructured":"Einmahl J. H. J. , and Lin T. (2003). Asymptotic normality of extreme value estimation on C[0,1]. Submitted."},{"key":"S0021900200020635_ref4","doi-asserted-by":"publisher","DOI":"10.1137\/1110037"},{"key":"S0021900200020635_ref9","doi-asserted-by":"publisher","DOI":"10.2307\/1912773"},{"key":"S0021900200020635_ref3","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4149(01)00156-9"},{"key":"S0021900200020635_ref13","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4612-5449-2"},{"key":"S0021900200020635_ref6","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4149(89)90076-8"},{"key":"S0021900200020635_ref2","unstructured":"Bar\u00e3o M. I. , de Haan L. , and Li D. (2003). Comparison of estimators in multivariate extreme value theory. Submitted."},{"key":"S0021900200020635_ref11","doi-asserted-by":"publisher","DOI":"10.1214\/aoap\/1177005985"},{"key":"S0021900200020635_ref10","volume-title":"An Introduction to Probability Theory and Its Applications","volume":"2","author":"Feller","year":"1971"},{"key":"S0021900200020635_ref14","doi-asserted-by":"publisher","DOI":"10.2307\/1426858"},{"key":"S0021900200020635_ref5","unstructured":"De Haan L. , and Themido Pereira T. (2002). Spatial extremes: the stationary case. Submitted."},{"key":"S0021900200020635_ref1","doi-asserted-by":"publisher","DOI":"10.2307\/3214030"},{"key":"S0021900200020635_ref8","doi-asserted-by":"publisher","DOI":"10.1007\/BF00535504"},{"key":"S0021900200020635_ref12","doi-asserted-by":"publisher","DOI":"10.1007\/BF02392040"}],"container-title":["Journal of Applied Probability"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0021900200020635","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,4,26]],"date-time":"2023-04-26T03:25:06Z","timestamp":1682479506000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0021900200020635\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2004,9]]},"references-count":14,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2004,9]]}},"alternative-id":["S0021900200020635"],"URL":"https:\/\/doi.org\/10.1239\/jap\/1091543434","relation":{},"ISSN":["0021-9002","1475-6072"],"issn-type":[{"value":"0021-9002","type":"print"},{"value":"1475-6072","type":"electronic"}],"subject":[],"published":{"date-parts":[[2004,9]]}}}