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

DOI10.1016/J.JSPI.2011.12.020zbMATH Open1237.62025OpenAlexW2046201288WikidataQ59441838 ScholiaQ59441838MaRDI QIDQ419293FDOQ419293

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 indexbinomial thinningperiodic sequences

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)

Cites Work

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• On Stochastic Evolution Equations with Stochastic Boundary Conditions
• On the Maximum Term of MA and Max-AR Models with Margins in Anderson's Class
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Cited In (3)

• The maximum of the periodogram for a heavy-tailed sequence.
• The distribution of the maximum of a first-order moving average: The discrete casex
• Max-Semistable Laws in Extremes of Stationary Random Sequences

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