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 integer-valued distributions with exponential t...

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Detalhes bibliográficos
Autor principal: Hall, Andreia (author)
Outros Autores: Temido, Maria da Graça (author)
Formato: article
Idioma:eng
Publicado em: 2008
Assuntos:
Texto completo:http://hdl.handle.net/10316/4586
País:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/4586