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
Authors: Andreia Hall, Maria da Graça Temido
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
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Cites Work
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- On Stochastic Evolution Equations with Stochastic Boundary Conditions
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Cited In (8)
- On the Maximum Term of MA and Max-AR Models with Margins in Anderson's Class
- The maximum of the periodogram for a heavy-tailed sequence.
- Extremes of periodic integer-valued sequences with exponential type tails
- The distribution of the maximum of a first-order moving average: The discrete casex
- On the max-semistable limit of maxima of stationary sequences with missing values
- Limit theorems for a recursive maximum process with location-dependent periodic intensity-parameter
- Extremes of periodic moving averages of random variables with regularly varying tail probabilities
- Max-Semistable Laws in Extremes of Stationary Random Sequences
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