This work is copyrighted by Università del Salento, and is licensed under a Creative Commons Attribuzione-Non commerciale-Non opere derivate 3.0 Italia License. For more information see: http://creativecommons.org/licenses/by-nc-nd/3.0/it/ Pareto processes are more suitable for time series with heavy tailed marginals than the classical gaussian. Here we consider the Lawrence-Lewis Pareto process. In particular, we analyze long-range and local dependence and compute some extremal measures. This

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... ill provide us some more diagnostic tools and new estimators for the autoregressive parameter of the process. Based on a simulation study we will see that the new methods may be good alternatives in what concerns robustness. keywords: extreme value theory, autoregressive processes, extremal index, tail dependence.