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Extremes of Stationary Sequences with Failures.
- Source :
-
Stochastic Models . Aug2006, Vol. 22 Issue 3, p537-557. 21p. 3 Graphs. - Publication Year :
- 2006
-
Abstract
- Let { X n } be a stationary sequence subject to failures, meaning that some of the variables will be either withdrawn or somehow replaced. We discuss some extremal properties of three different failure models assuming that initially { X n } has an extremal index and satisfies appropriate dependence conditions. Special care is taken whenever X n is integer valued. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 15326349
- Volume :
- 22
- Issue :
- 3
- Database :
- Academic Search Index
- Journal :
- Stochastic Models
- Publication Type :
- Academic Journal
- Accession number :
- 21894804
- Full Text :
- https://doi.org/10.1080/15326340600820554