Extremes of integer-valued moving average sequences
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- Extremes of integer-valued moving average models with regularly varying tails
- Extremes of integer-valued moving average models with exponential type tails
- Extremes of periodic integer-valued sequences with exponential type tails
- Extremes of sub-sampled integer-valued moving average models with heavy-tailed innovations.
- Extremes of periodic moving averages of random variables with regularly varying tail probabilities
Cites work
- An Abel-Tauber Theorem for Laplace Transforms
- Asymptotic analysis of extremes from autoregressive negative binomial processes
- Bivariate Time Series Modeling of Financial Count Data
- Calculating the extremal index for a class of stationary sequences
- Estimation in integer-valued moving average models
- Extreme value theory for a class of discrete distributions with applications to some stochastic processes
- Extremes of integer-valued moving average models with regularly varying tails
- Extremes of periodic integer-valued sequences with exponential type tails
- Extremes of periodic moving averages of random variables with regularly varying tail probabilities
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 846906 (Why is no real title available?)
- scientific article; zbMATH DE number 3256931 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
Cited in
(15)- Extremes of sub-sampled integer-valued moving average models with heavy-tailed innovations.
- Subsampling weakly dependent time series and application to extremes
- An integer-valued threshold autoregressive process based on negative binomial thinning
- Extremes of integer-valued moving average models with regularly varying tails
- Parameter estimation and diagnostic tests for INMA(1) processes
- Extremes of integer-valued moving average models with exponential type tails
- A note on the extremes of a particular moving average count data model
- The distribution of the maximum of a first-order moving average: the discrete case
- Integer-valued self-exciting threshold autoregressive processes
- The distribution of the maximum of a first order moving average: the continuous case
- Thinning-based models in the analysis of integer-valued time series: a review
- Extremes of periodic integer-valued sequences with exponential type tails
- On the extremes of the max-INAR(1) process for time series of counts
- A multiplicative thinning‐based integer‐valued GARCH model
- High-order self-excited threshold integer-valued autoregressive model: estimation and testing
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