Maximum term of a particular autoregressivesequence with discrete margins

DOI10.1080/03610929608831728zbMath0875.62424OpenAlexW1990828487MaRDI QIDQ4337153

Andreia Hall

Publication date: 11 November 1997

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831728

zbMATH Keywords

extreme value theoryextremal indexmixing conditions

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (8)

On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws ⋮ Discretization of distributions in the maximum domain of attraction ⋮ Extremes of integer-valued moving average models with exponential type tails ⋮ The max-INAR(1) model for count processes ⋮ Extremes of Stationary Sequences with Failures ⋮ On the max-semistable limit of maxima of stationary sequences with missing values ⋮ Thinning-based models in the analysis of integer-valued time series: a review ⋮ Subsampling techniques and the jackknife methodology in the estimation of the extremal index

Cites Work

• Unnamed Item
• Limit laws for the maximum of weighted and shifted i.i.d. random variables
• Extremes and related properties of random sequences and processes
• An extremal markovian sequence
• Calculating the extremal index for a class of stationary sequences
• Asymptotic analysis of extremes from autoregressive negative binomial processes
• Extreme value theory for a class of discrete distributions with applications to some stochastic processes

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