Maximum term of a particular autoregressivesequence with discrete margins
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Publication:4337153
DOI10.1080/03610929608831728zbMATH Open0875.62424OpenAlexW1990828487MaRDI QIDQ4337153FDOQ4337153
Authors: Andreia Hall 
Publication date: 11 November 1997
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929608831728
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Cites Work
- Extremes and related properties of random sequences and processes
- Title not available (Why is that?)
- Calculating the extremal index for a class of stationary sequences
- Extreme value theory for a class of discrete distributions with applications to some stochastic processes
- An extremal markovian sequence
- Asymptotic analysis of extremes from autoregressive negative binomial processes
- Limit laws for the maximum of weighted and shifted i.i.d. random variables
Cited In (10)
- On the Maximum Term of MA and Max-AR Models with Margins in Anderson's Class
- On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws
- Extremes of Stationary Sequences with Failures
- Discretization of distributions in the maximum domain of attraction
- On the max-semistable limit of maxima of stationary sequences with missing values
- Extremes of integer-valued moving average models with exponential type tails
- Thinning-based models in the analysis of integer-valued time series: a review
- The max-INAR(1) model for count processes
- Subsampling techniques and the jackknife methodology in the estimation of the extremal index
- Asymptotic analysis of extremes from autoregressive negative binomial processes
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