On the max-semistable limit of maxima of stationary sequences with missing values
Autor(a) principal: | |
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Data de Publicação: | 2009 |
Outros Autores: | |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | http://hdl.handle.net/10773/6141 |
Resumo: | Let [X(n)] 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. (c) 2008 Elsevier B.V. All rights reserved. |
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On the max-semistable limit of maxima of stationary sequences with missing valuesMax-semistable lawsExtreme value theoryInteger-valued modelsLet [X(n)] 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. (c) 2008 Elsevier B.V. All rights reserved.Elsevier2012-02-09T18:50:17Z2009-03-01T00:00:00Z2009-03info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10773/6141eng0378-375810.1016/j.jspi.2008.05.038Hall, AndreiaTemido, Maria da Graçainfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-02-22T11:09:22Zoai:ria.ua.pt:10773/6141Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T02:43:55.465940Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
dc.title.none.fl_str_mv |
On the max-semistable limit of maxima of stationary sequences with missing values |
title |
On the max-semistable limit of maxima of stationary sequences with missing values |
spellingShingle |
On the max-semistable limit of maxima of stationary sequences with missing values Hall, Andreia Max-semistable laws Extreme value theory Integer-valued models |
title_short |
On the max-semistable limit of maxima of stationary sequences with missing values |
title_full |
On the max-semistable limit of maxima of stationary sequences with missing values |
title_fullStr |
On the max-semistable limit of maxima of stationary sequences with missing values |
title_full_unstemmed |
On the max-semistable limit of maxima of stationary sequences with missing values |
title_sort |
On the max-semistable limit of maxima of stationary sequences with missing values |
author |
Hall, Andreia |
author_facet |
Hall, Andreia Temido, Maria da Graça |
author_role |
author |
author2 |
Temido, Maria da Graça |
author2_role |
author |
dc.contributor.author.fl_str_mv |
Hall, Andreia Temido, Maria da Graça |
dc.subject.por.fl_str_mv |
Max-semistable laws Extreme value theory Integer-valued models |
topic |
Max-semistable laws Extreme value theory Integer-valued models |
description |
Let [X(n)] 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. (c) 2008 Elsevier B.V. All rights reserved. |
publishDate |
2009 |
dc.date.none.fl_str_mv |
2009-03-01T00:00:00Z 2009-03 2012-02-09T18:50:17Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10773/6141 |
url |
http://hdl.handle.net/10773/6141 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
0378-3758 10.1016/j.jspi.2008.05.038 |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
application/pdf |
dc.publisher.none.fl_str_mv |
Elsevier |
publisher.none.fl_str_mv |
Elsevier |
dc.source.none.fl_str_mv |
reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação instacron:RCAAP |
instname_str |
Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
instacron_str |
RCAAP |
institution |
RCAAP |
reponame_str |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
collection |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
repository.name.fl_str_mv |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
repository.mail.fl_str_mv |
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1799137489780211712 |