Extremes of Stationary Sequences with Failures
Let {X n } be a stationary sequence subject to failures, meaning that some of the variables will be either withdrawn or somehow replaced.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 co...
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| Published in | Stochastic models Vol. 22; no. 3; pp. 537 - 557 |
|---|---|
| Main Authors | , |
| Format | Journal Article |
| Language | English |
| Published |
Philadelphia, PA
Taylor & Francis Group
01.09.2006
Taylor & Francis |
| Subjects | |
| Online Access | Get full text |
| ISSN | 1532-6349 1532-4214 |
| DOI | 10.1080/15326340600820554 |
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| 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} be a stationary sequence subject to failures, meaning that some of the variables will be either withdrawn or somehow replaced.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. |
|---|---|
| AbstractList | 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} be a stationary sequence subject to failures, meaning that some of the variables will be either withdrawn or somehow replaced.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. |
| Author | Hüsler, Jürg Hall, Andreia |
| Author_xml | – sequence: 1 givenname: Andreia surname: Hall fullname: Hall, Andreia email: andreia@mat.ua.pt organization: Department of Mathematics , University of Aveiro – sequence: 2 givenname: Jürg surname: Hüsler fullname: Hüsler, Jürg organization: Department of Mathematics Statistics , University of Bern |
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| Copyright | Copyright Taylor & Francis Group, LLC 2006 2006 INIST-CNRS |
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| Keywords | Stochastic model 60G55 60G10 Probability theory Failures Care Missing data Stationary sequence Discrete distribution Point process Extreme-value problems Extremal index Discrete distributions; Exceedance point processes; Extremal index; Extreme value theory; Failure; Missing observation. Primary 60F05; Secondary 60G70 |
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| Snippet | Let {X
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| SubjectTerms | Discrete distributions Exact sciences and technology Exceedance point processes Extremal index Extreme value theory Failure Limit theorems Mathematics Missing observation Primary 60F05 Probability and statistics Probability theory and stochastic processes Sciences and techniques of general use Secondary 60G70, 60G10, 60G55 Stochastic processes |
| Title | Extremes of Stationary Sequences with Failures |
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