On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws

DOI10.1016/J.JSPI.2011.12.020zbMath1237.62025OpenAlexW2046201288WikidataQ59441838 ScholiaQ59441838MaRDI QIDQ419293

Maria da Graça Temido, Andreia Hall

Publication date: 18 May 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10316/11287

zbMATH Keywords

extremal indexperiodic sequencesbinomial thinning

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)

Related Items (1)

The distribution of the maximum of a first-order moving average: The discrete casex

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