On the max-semistable limit of maxima of stationary sequences with missing values
DOI10.1016/J.JSPI.2008.05.038zbMATH Open1156.62040OpenAlexW2081263014WikidataQ59441863 ScholiaQ59441863MaRDI QIDQ1007466FDOQ1007466
Authors: Andreia Hall, Maria da Graça Temido 
Publication date: 20 March 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10316/4586
Recommendations
- Max-Semistable Laws in Extremes of Stationary Random Sequences
- Extremes of Stationary Sequences with Failures
- On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring
- On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws
- On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
Exact distribution theory in statistics (62E15) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)
Cites Work
- Extremes and related properties of random sequences and processes
- Title not available (Why is that?)
- Title not available (Why is that?)
- Extreme values for stationary and Markov sequences
- Title not available (Why is that?)
- Extreme value theory for a class of discrete distributions with applications to some stochastic processes
- Extremes of integer-valued moving average models with exponential type tails
- Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
- 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
- On the Maximum Term of MA and Max-AR Models with Margins in Anderson's Class
- Extremes of periodic integer-valued sequences with exponential type tails
- A note on the extremes of a particular moving average count data model
- Extremes in autoregressive processes with uniform marginal distributions
- Extremes of Stationary Sequences with Failures
- On the extremes of randomly sub-sampled time series
- Extremes of Some Sub-Sampled Time Series
Cited In (8)
- Some asymptotic results on extremes of incomplete samples
- On the maxima and minima of complete and incomplete samples from nonstationary random fields
- Extreme values of linear processes with heavy-tailed innovations and missing observations
- Extremes of Stationary Sequences with Failures
- Limit laws for maxima of a stationary random sequence with random sample size
- Extremal behaviour of a periodically controlled sequence with imputed values
- Extremes in incomplete samples from moving averages of random variables from the domain of attraction of the Gumbel distribution
- Max-Semistable Laws in Extremes of Stationary Random Sequences
This page was built for publication: On the max-semistable limit of maxima of stationary sequences with missing values
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1007466)
