Please use this identifier to cite or link to this item:
https://hdl.handle.net/10316/11287
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Hall, A. | - |
dc.contributor.author | Temido, M. G. | - |
dc.date.accessioned | 2009-09-07T09:02:46Z | - |
dc.date.available | 2009-09-07T09:02:46Z | - |
dc.date.issued | 2007 | - |
dc.identifier.citation | Pré-Publicações DMUC. 07-31 (2007) | en_US |
dc.identifier.uri | https://hdl.handle.net/10316/11287 | - |
dc.description.abstract | In this work we study the limiting distribution of the maximum term of periodic integer-valued sequences with marginal distribution belonging to a particular class where the tail decays exponentially. This class does not belong to the domain of attraction of any max-stable distribution. Nevertheless, we prove that the limiting distribution is max-semistable when we consider the maximum of the first kn observations, for a suitable sequence {kn} increasing to infinity. We obtain an expression for calculating the extremal index of sequences satisfying certain local conditions similar to conditions D(m)(un), m ∈ N, defined by Chernick et al. (1991). We apply the results to a class of max-autoregressive sequences and a class of moving average models. The results generalize the ones obtained for the stationary case. | en_US |
dc.description.sponsorship | FCT; Unidade de Investigação Matemática e Aplicações of University of Aveiro; Center for Mathematics of University of Coimbra | en_US |
dc.language.iso | eng | en_US |
dc.publisher | Centro de Matemática da Universidade de Coimbra | en_US |
dc.rights | openAccess | eng |
dc.subject | Integer-valued periodic sequences | en_US |
dc.subject | Max-semistable laws | en_US |
dc.subject | Binomial thinning | en_US |
dc.title | On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws | en_US |
dc.type | preprint | en_US |
item.languageiso639-1 | en | - |
item.openairecristype | http://purl.org/coar/resource_type/c_816b | - |
item.grantfulltext | open | - |
item.fulltext | Com Texto completo | - |
item.cerifentitytype | Publications | - |
item.openairetype | preprint | - |
Appears in Collections: | FCTUC Matemática - Vários |
Files in This Item:
File | Description | Size | Format | |
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On the maximum of periodic integer-valued sequences.pdf | 242.21 kB | Adobe PDF | View/Open |
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