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文章基本信息

  • 标题:On the extremes of randomly sub-sampled time series
  • 本地全文:下载
  • 作者:Andreia Hall ; Manuel G.,Scotto
  • 期刊名称:RevStat : Statistical Journal
  • 印刷版ISSN:1645-6726
  • 出版年度:2008
  • 卷号:6
  • 期号:2
  • 页码:151-164
  • 出版社:Instituto Nacional de Estatística
  • 摘要:In this paper, we investigate the extremal properties of randomly sub-sampled stationary sequences. Motivation comes from the need to account for the effect of missing values on the analysis of time series and the comparison of schemes for monitoring systems with breakdowns or systems with automatic replacement of devices in case of failures
  • 关键词:extreme value theory; integer-valued stationary sequences; sub-sampling; failure; extremal index.
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