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Volumn 22, Issue 3, 2006, Pages 537-557

Extremes of stationary sequences with failures

Author keywords

Discrete distributions; Exceedance point processes; Extremal index; Extreme value theory; Failure; Missing observation

Indexed keywords

FINITE DIFFERENCE METHOD; MATHEMATICAL MODELS; NUMBER THEORY; NUMERICAL METHODS;

EID: 33747186434     PISSN: 15326349     EISSN: 15324214     Source Type: Journal    
DOI: 10.1080/15326340600820554     Document Type: Article
Times cited : (18)

References (14)
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    • Extreme value theory for a class of discrete distributions with applications to some stochastic processes
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  • 3
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    • Calculating the extremal index for a class of stationary sequences
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  • 6
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    • (1996) Comm. Stat. - Theory and Methods , vol.25 , pp. 721-736
    • Hall, A.1
  • 7
    • 0037448068 scopus 로고    scopus 로고
    • Extremes of sub-sampled integer-valued moving average models with heavy-tailed innovations
    • Hall, A.; Scotto, M. Extremes of sub-sampled integer-valued moving average models with heavy-tailed innovations. Statistics and Probability Letters 2003, 63, 97-105.
    • (2003) Statistics and Probability Letters , vol.63 , pp. 97-105
    • Hall, A.1    Scotto, M.2
  • 9
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    • On point processes on the circle
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    • On exceedance point processes for stationary sequences under mild oscillation restriction
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    • Leadbetter, M.R.; Nandagopalan, S. On exceedance point processes for stationary sequences under mild oscillation restriction. In Extreme Values; Hüsler, J., Reiss, R.D., Eds.; Springer-Verlag: New York, 1989.
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    • Leadbetter, M.R.1    Nandagopalan, S.2
  • 12
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    • Maxima and exceedances on stationary Markov chains
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  • 14
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    • The extremal index and clustering of high values for derived stationary sequences
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    • Weissman, I.1    Cohen, U.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.