کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1149777 957895 2009 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On the max-semistable limit of maxima of stationary sequences with missing values
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
On the max-semistable limit of maxima of stationary sequences with missing values
چکیده انگلیسی

Let {Xn}{Xn} be a stationary sequence with marginal distribution in the domain of attraction of a max-semistable distribution. This includes all distributions in the domain of attraction of any max-stable distribution and also other distributions like some integer-valued distributions with exponential type tails such as the Negative Binomial case. We consider the effect of missing values on the distribution of the maximum term. The pattern of occurrence of the missing values must be either iid or strongly mixing. We obtain the expression of the extremal index for the resulting sequence.The results generalize and extend the ones obtained for the max-stable domain of attraction.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 139, Issue 3, 1 March 2009, Pages 875–890
نویسندگان
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