Please use this identifier to cite or link to this item: http://hdl.handle.net/10316/11287
Title: On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws
Authors: Hall, A. 
Temido, M. G. 
Keywords: Integer-valued periodic sequences; Max-semistable laws; Binomial thinning
Issue Date: 2007
Publisher: Centro de Matemática da Universidade de Coimbra
Citation: Pré-Publicações DMUC. 07-31 (2007)
Abstract: In this work we study the limiting distribution of the maximum term of periodic integer-valued sequences with marginal distribution belonging to a particular class where the tail decays exponentially. This class does not belong to the domain of attraction of any max-stable distribution. Nevertheless, we prove that the limiting distribution is max-semistable when we consider the maximum of the first kn observations, for a suitable sequence {kn} increasing to infinity. We obtain an expression for calculating the extremal index of sequences satisfying certain local conditions similar to conditions D(m)(un), m ∈ N, defined by Chernick et al. (1991). We apply the results to a class of max-autoregressive sequences and a class of moving average models. The results generalize the ones obtained for the stationary case.
URI: http://hdl.handle.net/10316/11287
Rights: openAccess
Appears in Collections:FCTUC Matemática - Vários

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