Maximum term of a particular autoregressive sequence with discrete margins

Communications in Statistics - Theory and Methods

Volumn 25, Issue 4, 1996, Pages 721-736

  Hall, Andreia O ^a  

^a UNIVERSITY OF LISBON   (Portugal)

Author keywords

External index; Extreme value theory; Mixing conditions

Indexed keywords

EID: 25844459038     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929608831728     Document Type: Article

References (7)

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3. Chernick, M., Hsing, T. & McCormick, W. P. (1991) Calculating the Extremal Index for a Class of Stationary Sequences, Adv. Appl. Prob., 23, 835-850.
4. Daley, D.J. & Hall, P. (1984) Limit Laws for the Maximum of Weighted and Shifted iid. Random Variables, Ann. Probab., 12, 571-587.
5. Leadbetter, M. R., Lindgren, G. & Rootzén, H. (1983) Extremes and Related Properties of Random Sequences and Processes, Springer-Verlag New York Inc.
6. McCormick, W. P. & Park, Y. S. (1992) Asymptotic Analysis of Extremes from Autoregressive Negative Binomial Processes, J. Appl. Prob., 29, 904-920.
7. Resnick, S. (1987) Extreme Values, Regular Variation, and Point Processes, Springer-Verlag, New York.