On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws

DOI10.1016/j.jspi.2011.12.020zbMath1237.62025WikidataQ59441838 ScholiaQ59441838MaRDI QIDQ419293

Maria da Graça Temido, Andreia Hall

Publication date: 18 May 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10316/11287

zbMATH Keywords

extremal index; periodic sequences; binomial thinning

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

62G32: Statistics of extreme values; tail inference

Related Items

The distribution of the maximum of a first-order moving average: The discrete casex

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Some autoregressive moving average processes with generalized Poisson marginal distributions
• Extremes and related properties of random sequences and processes
• Extremes of moving averages of stable processes
• Extremes of integer-valued moving average models with regularly varying tails
• Extremes of integer-valued moving average models with exponential type tails
• Estimation in integer-valued moving average models
• An integer-valued pth-order autoregressive structure (INAR(p)) process
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
• Integer-valued moving average (INMA) process
• Some ARMA models for dependent sequences of poisson counts
• 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
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• On Stochastic Evolution Equations with Stochastic Boundary Conditions
• On the Maximum Term of MA and Max-AR Models with Margins in Anderson's Class
• Extreme value theory for a class of discrete distributions with applications to some stochastic processes