Extremes of Some Sub-Sampled Time Series
DOI10.1111/1467-9892.T01-1-00320zbMATH Open1036.62090OpenAlexW2002530006WikidataQ58650806 ScholiaQ58650806MaRDI QIDQ4455673FDOQ4455673
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Publication date: 16 March 2004
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.t01-1-00320
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Cites Work
Cited In (18)
- On the extremal behaviour of generalized periodic sub-sampled moving average models with regularly varying tails
- On maxima of chi-processes over threshold dependent grids
- Title not available (Why is that?)
- A note on the asymptotic distribution of the maxima in disaggregated time-series models.
- Modeling extreme events: sample fraction adaptive choice in parameter estimation
- Extreme values of linear processes with heavy-tailed innovations and missing observations
- Extremes on different grids and continuous time of stationary processes
- Clustering of upcrossings of high values
- Extremes of Stationary Sequences with Failures
- Extremes of deterministic sub‐sampled moving averages with heavy‐tailed innovations
- On the max-semistable limit of maxima of stationary sequences with missing values
- Extremal behaviour of a periodically controlled sequence with imputed values
- The extremal index of sub-sampled processes
- Extreme value theory for space-time processes with heavy-tailed distributions
- Extremes of sub-sampled integer-valued moving average models with heavy-tailed innovations.
- Extremes in incomplete samples from moving averages of random variables from the domain of attraction of the Gumbel distribution
- Extremes of a class of deterministic sub-sampled processes with applications to stochastic difference equations
- Subsampling techniques and the jackknife methodology in the estimation of the extremal index
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