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Volumn 124, Issue 1, 2004, Pages 145-152

The extremal index of sub-sampled processes

Author keywords

Extremal index; Extreme values; Periodic sequences; Sub sampling

Indexed keywords


EID: 2642511291     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(03)00194-0     Document Type: Article
Times cited : (6)

References (11)
  • 1
    • 24244454841 scopus 로고
    • Contribuições à teoria de extremos em sucessões dependentes
    • Ph.D. Thesis, DEIOC, Univ. of Lisbon
    • Alpuim, M.T., 1988. Contribuições à teoria de extremos em sucessões dependentes. Ph.D. Thesis, DEIOC, Univ. of Lisbon.
    • (1988)
    • Alpuim, M.T.1
  • 3
    • 38149145337 scopus 로고
    • Multivariate extreme values in T-periodic random sequences under mild oscillation restrictions
    • Ferreira H. Multivariate extreme values in T-periodic random sequences under mild oscillation restrictions Stochastic Process. Appl. 49 1994 111-125
    • (1994) Stochastic Process. Appl. , vol.49 , pp. 111-125
    • Ferreira, H.1
  • 4
    • 2642517364 scopus 로고
    • Condições de dependencia local em Teoria de Valores Extremos
    • Ph.D. Thesis, Univ. of Coimbra
    • Ferreira, H., 1994b. Condições de dependencia local em Teoria de Valores Extremos. Ph.D. Thesis, Univ. of Coimbra.
    • (1994)
    • Ferreira, H.1
  • 6
    • 0000583214 scopus 로고
    • Extremes and local dependence in stationary sequences
    • Leadbetter M.R. Extremes and local dependence in stationary sequences Z. Wahrschtheor. 65 1983 291-306
    • (1983) Z. Wahrschtheor. , vol.65 , pp. 291-306
    • Leadbetter, M.R.1
  • 7
    • 0009134743 scopus 로고
    • On exceedance point processes for stationary sequences under mild oscillation restrictions
    • Leadbetter M.R. Nandagopalan L. On exceedance point processes for stationary sequences under mild oscillation restrictions Lect. Notes Statist. 51 1989 69-80
    • (1989) Lect. Notes Statist. , vol.51 , pp. 69-80
    • Leadbetter, M.R.1    Nandagopalan, L.2
  • 8
    • 0003910552 scopus 로고
    • Extremes and Related Properties of Random Sequences and Processes
    • Berlin: Springer
    • Leadbetter M.R. Lindgren G. Rootzén H. Extremes and Related Properties of Random Sequences and Processes 1983 Springer Berlin
    • (1983)
    • Leadbetter, M.R.1    Lindgren, G.2    Rootzén, H.3
  • 9
    • 0034364927 scopus 로고    scopus 로고
    • Extremal analysis of processes sampled at different frequencies
    • Robinson M.E. Tawn J.A. Extremal analysis of processes sampled at different frequencies J.Roy. Statist. Soc. Ser. B 62 2000 117-135
    • (2000) J.Roy. Statist. Soc. Ser. B , vol.62 , pp. 117-135
    • Robinson, M.E.1    Tawn, J.A.2
  • 10
    • 24244462413 scopus 로고    scopus 로고
    • Extremes of deterministic sub-sampled moving averages with heavy-tailed innovations
    • Preprint, Univ. of Lisbon
    • Scotto, M.G., Ferreira, H., 2002. Extremes of deterministic sub-sampled moving averages with heavy-tailed innovations. Preprint, Univ. of Lisbon.
    • (2002)
    • Scotto, M.G.1    Ferreira, H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.