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Extremes of Volterra series expansions with heavy-tailed innovations

✍ Scribed by M.G. Scotto; K.F. Turkman


Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
269 KB
Volume
63
Category
Article
ISSN
0362-546X

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πŸ“œ SIMILAR VOLUMES


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.