{"entities":{"Q1890734":{"pageid":1901476,"ns":120,"title":"Item:Q1890734","lastrevid":69203532,"modified":"2026-04-13T05:27:18Z","type":"item","id":"Q1890734","labels":{"en":{"language":"en","value":"Extremes and clustering of nonstationary max-AR(1) sequences"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 757557"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1890734$A6545A84-A9AB-4665-95AB-5A6E1D25A603","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"e356f242cca931a8b52eb353993eda8c76e34336","datavalue":{"value":{"text":"Extremes and clustering of nonstationary max-AR(1) sequences","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1890734$CB102DEC-9230-4043-8149-E8E7C83198F9","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"fc696b9ffaf08a9b6de9502c50f90d318a9ccd47","datavalue":{"value":"0821.60057","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1890734$E3D44810-E608-4AAF-88A6-55DFDD798668","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"3bf8e945255474e65c13b37712ca7a914ee75234","datavalue":{"value":"10.1016/0304-4149(94)00066-3","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1890734$43929660-517B-4C07-85CC-632736D11A3D","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"538e128191634ba098ae85c5b4c303e209a19343","datavalue":{"value":{"entity-type":"item","numeric-id":1890733,"id":"Q1890733"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1890734$D7F9564A-29E3-423D-9A77-7A6391C8B5A5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"c325ebc9ba15b411ee67d5e551cc7d17622d9f95","datavalue":{"value":{"entity-type":"item","numeric-id":1085873,"id":"Q1085873"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1890734$E39BD0CD-0739-43E3-9E6A-496D06BDADEC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"b76178bfada4349a50620e2632e1dd7e51ae7af2","datavalue":{"value":{"entity-type":"item","numeric-id":638350,"id":"Q638350"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1890734$4F15C7CA-E375-4F72-8C90-F9F3702D66E6","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0a7f38bff7197b9d5228d1d2cd340d5028d13b61","datavalue":{"value":{"entity-type":"item","numeric-id":61365,"id":"Q61365"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1890734$D1CA38D8-0E78-41A5-9466-DE306663D98D","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"f2418d8c1ef4c5478586e517c08afa80257a92e7","datavalue":{"value":{"time":"+1995-05-23T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1890734$2E056ECC-86FB-41F7-B8B0-FFCE0F23DC69","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"3c9bcda04c9e2b4d676ef54cd21442deb6aeffae","datavalue":{"value":"Let \\(\\{Y_ i, i \\geq 1\\}\\) be a sequence of i.i.d. random variables and let \\(\\{Z_ i, \\;i \\geq 1\\}\\) be a sequence of independent random variables \\((P \\{0 \\leq Z_ i \\leq 1\\} = 1\\) for all \\(i\\)'s), independent of \\(\\{Y_ i\\}\\). Define the nonstationary max-autoregressive sequence \\(\\{X_ i, i \\geq 1\\}\\) by  \\[ X_ i = \\begin{cases} X_ 0 \\quad & \\text{if } i = 0,\\\\ Z_ i \\max \\{X_{i - 1}, Y_ i\\} & \\text{if } i \\geq 1, \\end{cases} \\]  with any random variable \\(X_ 0\\). The authors study the limiting behaviour of the maximum \\(M_ n = \\max \\{X_ i, 0 \\leq i \\leq n\\}\\) and evaluate the extremal index for the case where the marginal distribution of \\(Y_ i\\) is regularly varying at \\(\\infty\\). They also prove that under some additional conditions the point process of exceedances of a boundary \\(u_ n\\) by \\(X_ i\\), \\(i \\leq n\\), converges to a compound Poisson process, where the compounding distribution is geometric.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1890734$BBFEE80B-CF70-488C-9AA4-7F58FA9F88DC","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"37bde2b14ce488bdfcfa6dda9b366929b6790b2b","datavalue":{"value":{"entity-type":"item","numeric-id":587786,"id":"Q587786"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1890734$BF648B18-BDBB-45C9-84D9-9F157E255181","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"fe515d7498949de98baa786cc4113a31cd387a74","datavalue":{"value":"60G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1890734$D5215686-0165-4B8A-922B-DCB5C6692533","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e63e8037c24a1f324cbac6b63f8cb271e01379bf","datavalue":{"value":"60G12","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1890734$075ED586-5A19-4165-B1C9-10617CB4F236","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"e1f958a73801e2361424b1f54625b67b5e0fb3e6","datavalue":{"value":"757557","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1890734$F73E952A-61BA-4D48-9538-202BE79A6335","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"45012d3987d0a7b55156630af4853d0ea34f08b7","datavalue":{"value":"nonstationary max-autoregressive sequence","type":"string"},"datatype":"string"},"type":"statement","id":"Q1890734$AF228A0E-C253-422D-8F9E-FA141BFA5511","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c2a991ed8490dcc1b920187cda56f86ced5e4b33","datavalue":{"value":"limiting behaviour of the maximum","type":"string"},"datatype":"string"},"type":"statement","id":"Q1890734$90D6D11B-DDE2-4C9E-9F41-7C2525934A89","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"867aad0748b15923f98450f32d2e408d91293571","datavalue":{"value":"compound Poisson process","type":"string"},"datatype":"string"},"type":"statement","id":"Q1890734$DC8A7B63-418A-46DC-B36D-54F5C41B4D2B","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1890734$06B8B0E1-81A5-4A3D-B418-B17CF171000F","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"f5ff1b402afbb29a9199e37e533eb50e9752b358","datavalue":{"value":"https://doi.org/10.1016/0304-4149(94)00066-3","type":"string"},"datatype":"url"},"type":"statement","id":"Q1890734$28ABBCE2-21E2-42A7-8C73-2F56ACF1F729","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"d53624eced447261f2feb6cdeb26be12991e6d29","datavalue":{"value":"W1996491613","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1890734$FB3DC779-781E-4CA7-937A-1E8D9F0D318B","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"9cbadf6e4d3e635713374dc03841205a5927f3c6","datavalue":{"value":{"entity-type":"item","numeric-id":3833337,"id":"Q3833337"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1890734$92DD5202-B757-42CA-B135-19144AA9FE79","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"092099b69b8450f2aa8f7c90869cbb8d490301b0","datavalue":{"value":{"entity-type":"item","numeric-id":3485671,"id":"Q3485671"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1890734$10704102-22C2-4027-868D-05FCCD9D6DAE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"430c11323fc652bef246c333f3563f188a4261c9","datavalue":{"value":{"entity-type":"item","numeric-id":4726487,"id":"Q4726487"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1890734$C4A804F9-4D28-49B0-8924-E6A2D859F883","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"91c64d49afdac64e4f62806863bfe29f0ddd6bf5","datavalue":{"value":{"entity-type":"item","numeric-id":3938327,"id":"Q3938327"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1890734$D86AC588-01EB-4B7B-B13C-5AFBC07EE265","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a82114f0d08b6776b3994e3f227b5b28ace3e9d6","datavalue":{"value":{"entity-type":"item","numeric-id":5633348,"id":"Q5633348"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1890734$7786F04E-7476-4449-890E-A16215D5AD0A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4f92764b0082e442be39f55bd6c8d72833c8bc0d","datavalue":{"value":{"entity-type":"item","numeric-id":3969674,"id":"Q3969674"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1890734$4038AA82-6C2A-4292-A6BC-9C80D571B981","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d8d86b537d64542e7eb894e87acfc4d817832a8b","datavalue":{"value":{"entity-type":"item","numeric-id":3701165,"id":"Q3701165"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1890734$FDBCD611-5204-4596-8AC8-4E9A05B6A07B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a8870e013b67ec452dcd6b7538c291ddf2c3a4a4","datavalue":{"value":{"entity-type":"item","numeric-id":1094007,"id":"Q1094007"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1890734$CD5F4967-E4AB-4D6F-A3A3-E27A479F028D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4d549f96009bbbcb184c5550455b1c6b23a759f6","datavalue":{"value":{"entity-type":"item","numeric-id":4721307,"id":"Q4721307"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1890734$7332FFEB-D120-4CEB-8E9E-94ADA103E0CE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c527d124aa3f6e78d26d4b245baabc3727efb52a","datavalue":{"value":{"entity-type":"item","numeric-id":1054063,"id":"Q1054063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1890734$759470D9-388F-48F2-8060-707B6A3C5375","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9ffd75afd26af912ed6cb000ffdbdd7bb2b7aa87","datavalue":{"value":{"entity-type":"item","numeric-id":4355366,"id":"Q4355366"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1890734$B611A0DB-2863-498D-84F5-03825D8BE604","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d2574b8857d14d434b9847b8de7a0c18c7aa6bb7","datavalue":{"value":{"entity-type":"item","numeric-id":4403505,"id":"Q4403505"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1890734$D0BFE843-A89B-451C-839C-6602BB6F352B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2a26f5ecfe448d6f40e0f7366cc355ab79f229e2","datavalue":{"value":{"entity-type":"item","numeric-id":4743504,"id":"Q4743504"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1890734$5370AFF1-965D-40E4-AF26-82F81F617537","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ac4b2af8e6e2a92bfa8b75516d1836271a299e24","datavalue":{"value":{"entity-type":"item","numeric-id":1089669,"id":"Q1089669"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1890734$39C6ED68-D29F-4F2A-B4F3-94D727C45708","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3fbb79a0a3e5acd3c32aa134224aadb043db509a","datavalue":{"value":{"entity-type":"item","numeric-id":4721307,"id":"Q4721307"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"74dd8d3709437ea22b7985af70ff0a39dba8753e","datavalue":{"value":{"amount":"+0.8309500813484192","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1890734$74A5E7C7-688E-4731-88DB-E29850F0BE58","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e86b264dbc3377befc2ceb15530743cc5ced277b","datavalue":{"value":{"entity-type":"item","numeric-id":4337153,"id":"Q4337153"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"552f5d77e761f346b63726af9ad451598acbd2c2","datavalue":{"value":{"amount":"+0.8298715353012085","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1890734$20052438-07EE-4438-8C70-4FB299DCDE82","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"aafe4f45c67f169ef0acbb807588e28752be54b5","datavalue":{"value":{"entity-type":"item","numeric-id":825998,"id":"Q825998"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3d34d28f624620e760d7f76f44cbe4e216c79ace","datavalue":{"value":{"amount":"+0.8166847825050354","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1890734$7CDC1EFD-7F52-4766-B0E2-D407B0CCB9D9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bd0c1eee9c0d5134c182a0a9ede00f1c49ce9b04","datavalue":{"value":{"entity-type":"item","numeric-id":676666,"id":"Q676666"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"98262ff3abe40c7fd162c27b1a2b5c1078db01a3","datavalue":{"value":{"amount":"+0.8018476366996765","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1890734$5E7914D5-7445-478F-AB5D-685AB40403B6","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Extremes and clustering of nonstationary max-AR(1) sequences","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Extremes_and_clustering_of_nonstationary_max-AR(1)_sequences"}}}}}