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Extremes of Stationary Sequences with Failures.

Authors :
Hall, Andreia
Hüsler, Jürg
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Let { X n } be a stationary sequence subject to failures, meaning that some of the variables will be either withdrawn or somehow replaced.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