Author(s):
Hall, Andreia 
; Scotto, Manuel G.
Date: 2008
Persistent ID: http://hdl.handle.net/10773/6134
Origin: RIA - Repositório Institucional da Universidade de Aveiro
Document details
On the extremes of randomly sub-sampled time series
Description
In this paper, we investigate the extremal properties of randomly sub-sampled stationary sequences. Motivation comes from the need to account for the effect of missing values on the analysis of time series and the comparison of schemes for monitoring systems with breakdowns or systems with automatic replacement of devices in case of failures.
In this paper, we investigate the extremal properties of randomly sub-sampled stationary sequences. Motivation comes from the need to account for the effect of missing values on the analysis of time series and the comparison of schemes for monitoring systems with breakdowns or systems with automatic replacement of devices in case of failures.
Document Type
Article
Language English
Language English
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