Maximum term of a particular autoregressivesequence with discrete margins
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Cites work
- An extremal markovian sequence
- Asymptotic analysis of extremes from autoregressive negative binomial processes
- 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
- Extremes and related properties of random sequences and processes
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- Limit laws for the maximum of weighted and shifted i.i.d. random variables
Cited in
(11)- On the max-semistable limit of maxima of stationary sequences with missing values
- Subsampling techniques and the jackknife methodology in the estimation of the extremal index
- Extremes and clustering of nonstationary max-AR(1) sequences
- The max-INAR(1) model for count processes
- Extremes of integer-valued moving average models with exponential type tails
- Asymptotic analysis of extremes from autoregressive negative binomial processes
- On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws
- Thinning-based models in the analysis of integer-valued time series: a review
- On the Maximum Term of MA and Max-AR Models with Margins in Anderson's Class
- Extremes of Stationary Sequences with Failures
- Discretization of distributions in the maximum domain of attraction
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