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On the max-semistable limit of maxima of stationary sequences with missing values
Hall, Andreia; Temido, Maria da GraçaLet [X(n)] be a stationary sequence with marginal distribution in the domain of attraction of a max-semistable distribution. This includes all distributions in the domain of attraction of any max-stable distribution and also other distributions like some integer-valued distributions with exponential type tails such as the Negative Binomial case. We consider the effect of missing values on the distribution of th...
On the max-semistable limit of maxima of stationary sequences with missing values
Hall, Andreia; Temido, Maria da GraçaLet Xn be a stationary sequence with marginal distribution in the domain of attraction of a max-semistable distribution. This includes all distributions in the domain of attraction of any max-stable distribution and also other distributions like some integer-valued distributions with exponential type tails such as the Negative Binomial case. We consider the effect of missing values on the distribution of the ma...
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