Max-semistable laws in extremes of stationary random sequences
نویسندگان
چکیده
منابع مشابه
On the max-semistable limit of maxima of stationary sequences with missing values
Let {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 integervalued distributions with exponential type tails such as the Negative Binomial case. We consider the effect of missing values on the dist...
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ژورنال
عنوان ژورنال: Теория вероятностей и ее применения
سال: 2002
ISSN: 0040-361X
DOI: 10.4213/tvp3673