Let X = {Xn}nΒΏ0 be a stationary sequence with extremal index Γ X . For the sub-sampled sequence Y = {X g(n) }nΒΏ1, where g generates blocks of I consecutive observations separated by T -I units, we present results on local and long-range dependence conditions and calculate the extremal index Γ Y . Th
β¦ LIBER β¦
Extremal analysis of processes sampled at different frequencies
β Scribed by M. E. Robinson; J. A. Tawn
- Book ID
- 108547534
- Publisher
- Blackwell Publishing
- Year
- 2000
- Tongue
- English
- Weight
- 496 KB
- Volume
- 62
- Category
- Article
- ISSN
- 0952-8385
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
The extremal index of sub-sampled proces
β
A.P Martins; H Ferreira
π
Article
π
2004
π
Elsevier Science
π
English
β 208 KB
Modelling and forecasting time series sa
β
JosΓ© Casals; Miguel Jerez; Sonia Sotoca
π
Article
π
2009
π
John Wiley and Sons
π
English
β 380 KB
π 1 views
## Abstract This paper discusses how to specify an observable highβfrequency model for a vector of time series sampled at high and low frequencies. To this end we first study how aggregation over time affects both the dynamic components of a time series and their observability, in a multivariate li
Microstructure analysis of samples sinte
β
Kathy Lu; Randall M. German
π
Article
π
2010
π
Springer
π
English
β 598 KB
Correlation of interplanetary scintillat
β
L.T. Little; A. Hewish; P.A. Dennison
π
Article
π
1966
π
Elsevier Science
π
English
β 285 KB
Bacterial counts associated with poultry
β
Ifigenia Geornaras; Alexander von Holy
π
Article
π
2000
π
John Wiley and Sons
π
English
β 69 KB
Estimation of Continuous-Time Markov Pro
β
Darrell Duffie; Peter Glynn
π
Article
π
2004
π
John Wiley and Sons
π
English
β 294 KB