Asymptotic analysis of extremes from autoregressive negative binomial processes

DOI10.2307/3214723zbMath0783.60028OpenAlexW2318745370MaRDI QIDQ4031664

Yousung Park, William P. McCormick

Publication date: 1 April 1993

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214723

zbMATH Keywords

mixing conditionssmall sample simulation studyextreme value limiting distributiongeometric autoregressive moving average processnegative binomial first order autoregression

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Regeneration-based bootstrap for Markov chains ⋮ Extremes of integer-valued moving average sequences ⋮ On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws ⋮ Maximum term of a particular autoregressivesequence with discrete margins ⋮ The distribution of the maximum of a first order autoregressive process: The continuous case ⋮ Extremes of integer-valued moving average models with exponential type tails ⋮ A note on the extremes of a particular moving average count data model ⋮ On the max-semistable limit of maxima of stationary sequences with missing values ⋮ The distribution of the maximum of a first-order moving average: The discrete casex ⋮ Thinning-based models in the analysis of integer-valued time series: a review

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