On the max-semistable limit of maxima of stationary sequences with missing values

DOI10.1016/J.JSPI.2008.05.038MaRDI QIDQ1007466zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

extreme value theorymax-semistable lawsinteger-valued models

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)

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Cites work

• scientific article; zbMATH DE number 4109747 (Why is no real title available?)
• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• scientific article; zbMATH DE number 1959513 (Why is no real title available?)
• A note on the extremes of a particular moving average count data model
• Asymptotic analysis of extremes from autoregressive negative binomial processes
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• Extreme value theory for a class of discrete distributions with applications to some stochastic processes
• Extreme values for stationary and Markov sequences
• Extremes and related properties of random sequences and processes
• Extremes in autoregressive processes with uniform marginal distributions
• Extremes of Some Sub-Sampled Time Series
• Extremes of Stationary Sequences with Failures
• Extremes of integer-valued moving average models with exponential type tails
• Extremes of periodic integer-valued sequences with exponential type tails
• Max-Semistable Laws in Extremes of Stationary Random Sequences
• Maximum term of a particular autoregressivesequence with discrete margins
• On the Maximum Term of MA and Max-AR Models with Margins in Anderson's Class
• On the extremes of randomly sub-sampled time series
• Rarely Observed Sample Maxima

Cited in

(8)

• Max-Semistable Laws in Extremes of Stationary Random Sequences
• 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

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