کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10527381 | 958842 | 2005 | 18 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Extremes of a class of deterministic sub-sampled processes with applications to stochastic difference equations
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله

چکیده انگلیسی
Let {Xk}k⩾1 be a stationary sequence of the formXk=âj=1ââs=1j-1Ak-sBk-j,where {Ak,Bk} are i.i.d. R+2-valued random pairs with some given joint distribution. For a strictly increasing subsequence {g(k)}, let Yk=Xg(k) be the deterministic sub-sampled sequence. The aim of this paper is to look at the limiting form of certain empirical point processes induced by {Yk} for a specific class of deterministic sampling functions g(·). Such asymptotic results will be useful in obtaining the weak limiting behavior of various functionals of the underlying process including the asymptotic distribution of upper and lower order statistics. In particular, we investigate the limiting distribution of the maximum and its corresponding extremal index.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 115, Issue 3, March 2005, Pages 417-434
Journal: Stochastic Processes and their Applications - Volume 115, Issue 3, March 2005, Pages 417-434
نویسندگان
M. Scotto,