𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Extremes of Integer-Valued Moving Average Models with Regularly Varying Tails

✍ Scribed by Andreia Hall

Book ID
110335523
Publisher
Springer
Year
2001
Tongue
English
Weight
219 KB
Volume
4
Category
Article
ISSN
1386-1999

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Extremes of sub-sampled integer-valued m
Extremes of sub-sampled integer-valued moving average models with heavy-tailed innovations
✍ 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.