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Extremes of deterministic sub-sampled moving averages with heavy-tailed innovations

✍ Scribed by M. Scotto; H. Ferreira


Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
136 KB
Volume
19
Category
Article
ISSN
1524-1904

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Extremes of sub-sampled integer-valued m
✍ A. Hall; M.G. Scotto πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 206 KB

Let {X k } be a non-negative integer-valued stationary moving average sequence and deΓΏne Y k = X Tk as the sub-sampled series at a ΓΏxed integer interval T ΒΏ 1. We look at the limiting distribution of sample maxima of {Y k } and the corresponding extremal index.