Extreme values of linear processes with heavy-tailed innovations and missing observations

DOI10.1007/s10687-020-00390-3zbMath1468.60063OpenAlexW3081493710MaRDI QIDQ2027088

Lenka Glavaš, Pavle Mladenović

Publication date: 21 May 2021

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-020-00390-3

zbMATH Keywords

extreme valuesmissing observationspoint processeslinear processespartial maximaheavy-tailed innovations

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

Cites Work

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• Uniform AR(1) Processes and Maxima on Partial Samples
• Extremes of Some Sub-Sampled Time Series
• Extremes of Stationary Sequences with Failures
• On extreme values in stationary sequences

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