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Publication:2923419
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zbMath1297.60036MaRDI QIDQ2923419

Andreia Hall, Manuel G. Scotto

Publication date: 15 October 2014

Full work available at URL: http://www.ine.pt/revstat/pdf/rs080203.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

failureextreme value theoryextremal indexsub-samplinginteger-valued stationary sequences


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)


Related Items (6)

Extreme values of the uniform order 1 autoregressive processes and missing observations ⋮ Extreme values of linear processes with heavy-tailed innovations and missing observations ⋮ On the max-semistable limit of maxima of stationary sequences with missing values ⋮ Extremal behaviour of a periodically controlled sequence with imputed values ⋮ Non-parametric estimator of a multivariate madogram for missing-data and extreme value framework ⋮ On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring






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