Extremes of Stationary Sequences with Failures
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Publication:5446506
DOI10.1080/15326340600820554zbMath1138.62026WikidataQ59441887 ScholiaQ59441887MaRDI QIDQ5446506
Publication date: 6 March 2008
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326340600820554
missing observations; failure; extreme value theory; extremal index; discrete distributions; exceedance point processes
60F05: Central limit and other weak theorems
60G10: Stationary stochastic processes
60G70: Extreme value theory; extremal stochastic processes
62G32: Statistics of extreme values; tail inference
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
Related Items
Tail Dependence Under Sample Failures, Some asymptotic results on extremes of incomplete samples, On the max-semistable limit of maxima of stationary sequences with missing values, On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring, On the maxima and minima of complete and incomplete samples from nonstationary random fields, Extreme values of the uniform order 1 autoregressive processes and missing observations
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