An extremal markovian sequence

DOI10.2307/3214030zbMATH Open0677.60026OpenAlexW2327431011MaRDI QIDQ3833337FDOQ3833337

Authors: Maria Teresa Alpuim 

Publication date: 1989

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214030

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zbMATH Keywords

extreme valuesorder statisticsextremesstationary distributionslimit lawsexceedances

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Distribution theory (60E99)

Cited In (31)

• Asymptotic distribution of maximal autoregressive process with weight tending to 1
• Modeling rare events through a \(p\)RARMAX process
• Limit distribution for point processes of high local maxima
• Extremes of multivariate ARMAX processes
• Multivariate extremes of random scores of particles in branching processes with max-linear heredity
• Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions
• Extremal index blocks estimator: the threshold and the block size choice
• Methods for estimating the upcrossings index: improvements and comparison
• On extremal dependence: some contributions
• Extremes of scale mixtures of multivariate time series
• Modeling extreme events: sample fraction adaptive choice in parameter estimation
• Modelling some stationary Markov processes and related characterizations
• Extremes and clustering of nonstationary max-AR(1) sequences
• Statistical analysis of first-order MARMA processes
• Clustering of upcrossings of high values
• Extremes of Stationary Sequences with Failures
• Records generated by Markov sequences
• On the extremes of the max-INAR(1) process for time series of counts
• Bootstrap and Other Resampling Methodologies in Statistics of Extremes
• Joint exceedances of the ARCH process
• Dependence matrices for spatial extreme events
• Extremal behaviour of a periodically controlled sequence with imputed values
• On the stationary distribution of some extremal Markovian sequences
• Asymptotic distributions of extremes of extremal Markov sequences
• On the extremal behavior of a Pareto process: an alternative for ARMAX modeling
• Maximum length of a series in a Markovian binary sequence with an application to the description of a basketball game
• The max-INAR(1) model for count processes
• Subsampling techniques and the jackknife methodology in the estimation of the extremal index
• Stationary max-stable processes with the Markov property
• Maximum term of a particular autoregressivesequence with discrete margins
• On tail dependence: a characterization for first-order max-autoregressive processes

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