Extremes in incomplete samples from moving averages of random variables from the domain of attraction of the Gumbel distribution

DOI10.1016/j.spl.2023.110012zbMATH Open1537.60063MaRDI QIDQ6540871

Lenka Glavaš, Pavle Mladenović

Publication date: 17 May 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

extreme valuessubexponential distributionspoint processesGumbel distributionmoving averageincomplete samples

Mathematics Subject Classification ID

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

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