摘要:This paper aims to analyze the extremal properties of periodic integer-valued sequences
with marginal distribution belonging to a particular class defined by Anderson
[1970. J. Appl. Probab. 7, 99–113] where the tail decays exponentially. An expression
for calculating the extremal index of sequences satisfying certain local conditions,
similar to those introduced by Chernick et al. [1991. Adv. Appl. Prob. 6, 711–731]
is obtained. An application to infinite moving averages and max-autoregressive
sequences is included. These results generalize the ones obtained for the stationary
case.
关键词:extreme value theory; binomial thinning; periodic sequences.