On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws
From MaRDI portal
Publication:419293
DOI10.1016/j.jspi.2011.12.020zbMath1237.62025OpenAlexW2046201288WikidataQ59441838 ScholiaQ59441838MaRDI QIDQ419293
Maria da Graça Temido, Andreia Hall
Publication date: 18 May 2012
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10316/11287
Infinitely divisible distributions; stable distributions (60E07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Some autoregressive moving average processes with generalized Poisson marginal distributions
- Extremes and related properties of random sequences and processes
- Extremes of moving averages of stable processes
- Extremes of integer-valued moving average models with regularly varying tails
- Extremes of integer-valued moving average models with exponential type tails
- Estimation in integer-valued moving average models
- An integer-valued pth-order autoregressive structure (INAR(p)) process
- Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
- First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
- Integer-valued moving average (INMA) process
- Some ARMA models for dependent sequences of poisson counts
- Asymptotic analysis of extremes from autoregressive negative binomial processes
- Rarely Observed Sample Maxima
- Maximum term of a particular autoregressivesequence with discrete margins
- Max-Semistable Laws in Extremes of Stationary Random Sequences
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- On Stochastic Evolution Equations with Stochastic Boundary Conditions
- On the Maximum Term of MA and Max-AR Models with Margins in Anderson's Class
- Extreme value theory for a class of discrete distributions with applications to some stochastic processes