Extremes of sub-sampled integer-valued m
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A. Hall; M.G. Scotto
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Article
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2003
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Elsevier Science
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English
β 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.