Please use this identifier to cite or link to this item: http://hdl.handle.net/10316/11287
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dc.contributor.authorHall, A.-
dc.contributor.authorTemido, M. G.-
dc.date.accessioned2009-09-07T09:02:46Z-
dc.date.available2009-09-07T09:02:46Z-
dc.date.issued2007-
dc.identifier.citationPré-Publicações DMUC. 07-31 (2007)en_US
dc.identifier.urihttp://hdl.handle.net/10316/11287-
dc.description.abstractIn 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.en_US
dc.description.sponsorshipFCT; Unidade de Investigação Matemática e Aplicações of University of Aveiro; Center for Mathematics of University of Coimbraen_US
dc.language.isoengen_US
dc.publisherCentro de Matemática da Universidade de Coimbraen_US
dc.rightsopenAccesseng
dc.subjectInteger-valued periodic sequencesen_US
dc.subjectMax-semistable lawsen_US
dc.subjectBinomial thinningen_US
dc.titleOn the maximum of periodic integer-valued sequences with exponential type tails via max-semistable lawsen_US
dc.typepreprinten_US
item.grantfulltextopen-
item.fulltextCom Texto completo-
item.languageiso639-1en-
Appears in Collections:FCTUC Matemática - Vários
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