Extremes of integer-valued moving average sequences

DOI10.1007/s11749-009-0158-6zbMath1203.60056WikidataQ59441850 ScholiaQ59441850MaRDI QIDQ619154

João Cruz, Andreia Hall, Manuel G. Scotto

Publication date: 22 January 2011

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-009-0158-6

zbMATH Keywords

extreme value theory; extremal index; binomial thinning; integer-valued sequences

Mathematics Subject Classification ID

60G70: Extreme value theory; extremal stochastic processes

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