Extremes of sub-sampled integer-valued moving average models with heavy-tailed innovations

Statistics and Probability Letters

Volumn 63, Issue 1, 2003, Pages 97-105

  Hall, Andreia ^a   Scotto, M G ^a  

^a UNIVERSITY OF AVEIRO   (Portugal)

Author keywords

Binomial thinning; Extremal index; Integer valued stationary sequences; Sub sampling

Indexed keywords

EID: 0037448068     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(03)00057-9     Document Type: Article

References (9)

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9. Scotto, M.G., Turkman, K.F., Anderson, C.W., 2003. Extremes of some sub-sampled time series. J. Time Ser. Anal., to appear.