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文章基本信息

  • 标题:Extremes of Periodic Integer-Valued Sequences with Exponential Type Tails
  • 本地全文:下载
  • 作者:Andreia Hall and Manuel G.,Scotto
  • 期刊名称:RevStat : Statistical Journal
  • 印刷版ISSN:1645-6726
  • 出版年度:2006
  • 卷号:4
  • 期号:3
  • 页码:249-273
  • 出版社:Instituto Nacional de Estatística
  • 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.
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