Maximum term of a particular autoregressivesequence with discrete margins

DOI10.1080/03610929608831728MaRDI QIDQ4337153zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

extremal indexextreme value theorymixing conditions

Mathematics Subject Classification ID

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

Recommendations

• Extremes and clustering of nonstationary max-AR(1) sequences
• On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws
• Calculating the extremal index for a class of stationary sequences

Cites work

• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• 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
• Limit laws for the maximum of weighted and shifted i.i.d. random variables

Cited in

(10)

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

This page was built for publication: Maximum term of a particular autoregressivesequence with discrete margins

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4337153)