Please use this identifier to cite or link to this item:
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.
Rights: openAccess
Appears in Collections:FCTUC Matemática - Vários

Files in This Item:
File Description SizeFormat
On the maximum of periodic integer-valued sequences.pdf242.21 kBAdobe PDFView/Open
Show full item record

Page view(s)

checked on Aug 4, 2022


checked on Aug 4, 2022

Google ScholarTM


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.