Limit laws for maxima of a stationary random sequence with random sample size

Abstract Let {Xn} be a stationary sequence and {kn} be a nondecreasing sequence such that kn+1/kn→r≥1. Assume that the limit distribution G of $M_{k_{n}}$ with an appropriate linear normalization exists. We consider the maxima Mn=max {Xi,i≤n} sampled at random times Tn, where Tn/kn converges in prob...
Ausführliche Beschreibung

Gespeichert in:

Autor*in:	Freitas, A. [verfasserIn] Hüsler, J. Temido, M. G.

Format:	E-Artikel
Sprache:	Englisch

Erschienen:	2011

Schlagwörter:	Maximum Limit distribution Mixture Max-semistable laws Random sample size

Anmerkung:	© Sociedad de Estadística e Investigación Operativa 2011

Übergeordnetes Werk:	Enthalten in: TEST - Heidelberg [u.a.] : Springer, 1992, 21(2011), 1 vom: 03. März, Seite 116-131
Übergeordnetes Werk:	volume:21 ; year:2011 ; number:1 ; day:03 ; month:03 ; pages:116-131

Links:	Volltext

DOI / URN:	10.1007/s11749-011-0238-2

Katalog-ID:	SPR02267974X

Internformat


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520			\|a Abstract Let {Xn} be a stationary sequence and {kn} be a nondecreasing sequence such that kn+1/kn→r≥1. Assume that the limit distribution G of $M_{k_{n}}$ with an appropriate linear normalization exists. We consider the maxima Mn=max {Xi,i≤n} sampled at random times Tn, where Tn/kn converges in probability to a positive random variable D, and show that the limit distribution of $M_{T_{n}}$ exists under weak mixing conditions. The limit distribution of $M_{T_{n}}$ is a mixture of G and the distribution of D.
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650		4	\|a Limit distribution \|7 (dpeaa)DE-He213
650		4	\|a Mixture \|7 (dpeaa)DE-He213
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700	1		\|a Hüsler, J. \|4 aut
700	1		\|a Temido, M. G. \|4 aut
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912			\|a GBV_ILN_24
912			\|a GBV_ILN_26
912			\|a GBV_ILN_31
912			\|a GBV_ILN_32
912			\|a GBV_ILN_39
912			\|a GBV_ILN_40
912			\|a GBV_ILN_60
912			\|a GBV_ILN_62
912			\|a GBV_ILN_63
912			\|a GBV_ILN_65
912			\|a GBV_ILN_69
912			\|a GBV_ILN_70
912			\|a GBV_ILN_73
912			\|a GBV_ILN_74
912			\|a GBV_ILN_90
912			\|a GBV_ILN_95
912			\|a GBV_ILN_100
912			\|a GBV_ILN_101
912			\|a GBV_ILN_105
912			\|a GBV_ILN_110
912			\|a GBV_ILN_120
912			\|a GBV_ILN_138
912			\|a GBV_ILN_150
912			\|a GBV_ILN_151
912			\|a GBV_ILN_152
912			\|a GBV_ILN_161
912			\|a GBV_ILN_170
912			\|a GBV_ILN_171
912			\|a GBV_ILN_187
912			\|a GBV_ILN_213
912			\|a GBV_ILN_224
912			\|a GBV_ILN_230
912			\|a GBV_ILN_250
912			\|a GBV_ILN_281
912			\|a GBV_ILN_285
912			\|a GBV_ILN_293
912			\|a GBV_ILN_370
912			\|a GBV_ILN_602
912			\|a GBV_ILN_636
912			\|a GBV_ILN_702
912			\|a GBV_ILN_2001
912			\|a GBV_ILN_2003
912			\|a GBV_ILN_2004
912			\|a GBV_ILN_2005
912			\|a GBV_ILN_2006
912			\|a GBV_ILN_2007
912			\|a GBV_ILN_2008
912			\|a GBV_ILN_2009
912			\|a GBV_ILN_2010
912			\|a GBV_ILN_2011
912			\|a GBV_ILN_2014
912			\|a GBV_ILN_2015
912			\|a GBV_ILN_2020
912			\|a GBV_ILN_2021
912			\|a GBV_ILN_2025
912			\|a GBV_ILN_2026
912			\|a GBV_ILN_2027
912			\|a GBV_ILN_2031
912			\|a GBV_ILN_2034
912			\|a GBV_ILN_2037
912			\|a GBV_ILN_2038
912			\|a GBV_ILN_2039
912			\|a GBV_ILN_2044
912			\|a GBV_ILN_2048
912			\|a GBV_ILN_2049
912			\|a GBV_ILN_2050
912			\|a GBV_ILN_2055
912			\|a GBV_ILN_2057
912			\|a GBV_ILN_2059
912			\|a GBV_ILN_2061
912			\|a GBV_ILN_2064
912			\|a GBV_ILN_2065
912			\|a GBV_ILN_2068
912			\|a GBV_ILN_2070
912			\|a GBV_ILN_2086
912			\|a GBV_ILN_2088
912			\|a GBV_ILN_2093
912			\|a GBV_ILN_2106
912			\|a GBV_ILN_2107
912			\|a GBV_ILN_2108
912			\|a GBV_ILN_2110
912			\|a GBV_ILN_2111
912			\|a GBV_ILN_2112
912			\|a GBV_ILN_2113
912			\|a GBV_ILN_2116
912			\|a GBV_ILN_2118
912			\|a GBV_ILN_2119
912			\|a GBV_ILN_2122
912			\|a GBV_ILN_2129
912			\|a GBV_ILN_2143
912			\|a GBV_ILN_2144
912			\|a GBV_ILN_2147
912			\|a GBV_ILN_2148
912			\|a GBV_ILN_2152
912			\|a GBV_ILN_2153
912			\|a GBV_ILN_2188
912			\|a GBV_ILN_2190
912			\|a GBV_ILN_2232
912			\|a GBV_ILN_2336
912			\|a GBV_ILN_2446
912			\|a GBV_ILN_2470
912			\|a GBV_ILN_2472
912			\|a GBV_ILN_2507
912			\|a GBV_ILN_2522
912			\|a GBV_ILN_2548
912			\|a GBV_ILN_4035
912			\|a GBV_ILN_4037
912			\|a GBV_ILN_4046
912			\|a GBV_ILN_4112
912			\|a GBV_ILN_4125
912			\|a GBV_ILN_4126
912			\|a GBV_ILN_4242
912			\|a GBV_ILN_4246
912			\|a GBV_ILN_4249
912			\|a GBV_ILN_4251
912			\|a GBV_ILN_4305
912			\|a GBV_ILN_4306
912			\|a GBV_ILN_4307
912			\|a GBV_ILN_4313
912			\|a GBV_ILN_4322
912			\|a GBV_ILN_4323
912			\|a GBV_ILN_4324
912			\|a GBV_ILN_4325
912			\|a GBV_ILN_4326
912			\|a GBV_ILN_4333
912			\|a GBV_ILN_4334
912			\|a GBV_ILN_4335
912			\|a GBV_ILN_4336
912			\|a GBV_ILN_4338
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publishDate	2011
allfields	10.1007/s11749-011-0238-2 doi (DE-627)SPR02267974X (SPR)s11749-011-0238-2-e DE-627 ger DE-627 rakwb eng Freitas, A. verfasserin aut Limit laws for maxima of a stationary random sequence with random sample size 2011 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Sociedad de Estadística e Investigación Operativa 2011 Abstract Let {Xn} be a stationary sequence and {kn} be a nondecreasing sequence such that kn+1/kn→r≥1. Assume that the limit distribution G of $M_{k_{n}}$ with an appropriate linear normalization exists. We consider the maxima Mn=max {Xi,i≤n} sampled at random times Tn, where Tn/kn converges in probability to a positive random variable D, and show that the limit distribution of $M_{T_{n}}$ exists under weak mixing conditions. The limit distribution of $M_{T_{n}}$ is a mixture of G and the distribution of D. Maximum (dpeaa)DE-He213 Limit distribution (dpeaa)DE-He213 Mixture (dpeaa)DE-He213 Max-semistable laws (dpeaa)DE-He213 Random sample size (dpeaa)DE-He213 Hüsler, J. aut Temido, M. G. aut Enthalten in TEST Heidelberg [u.a.] : Springer, 1992 21(2011), 1 vom: 03. März, Seite 116-131 (DE-627)327576898 (DE-600)2044657-3 1863-8260 nnns volume:21 year:2011 number:1 day:03 month:03 pages:116-131 https://dx.doi.org/10.1007/s11749-011-0238-2 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_26 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 21 2011 1 03 03 116-131
spelling	10.1007/s11749-011-0238-2 doi (DE-627)SPR02267974X (SPR)s11749-011-0238-2-e DE-627 ger DE-627 rakwb eng Freitas, A. verfasserin aut Limit laws for maxima of a stationary random sequence with random sample size 2011 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Sociedad de Estadística e Investigación Operativa 2011 Abstract Let {Xn} be a stationary sequence and {kn} be a nondecreasing sequence such that kn+1/kn→r≥1. Assume that the limit distribution G of $M_{k_{n}}$ with an appropriate linear normalization exists. We consider the maxima Mn=max {Xi,i≤n} sampled at random times Tn, where Tn/kn converges in probability to a positive random variable D, and show that the limit distribution of $M_{T_{n}}$ exists under weak mixing conditions. The limit distribution of $M_{T_{n}}$ is a mixture of G and the distribution of D. Maximum (dpeaa)DE-He213 Limit distribution (dpeaa)DE-He213 Mixture (dpeaa)DE-He213 Max-semistable laws (dpeaa)DE-He213 Random sample size (dpeaa)DE-He213 Hüsler, J. aut Temido, M. G. aut Enthalten in TEST Heidelberg [u.a.] : Springer, 1992 21(2011), 1 vom: 03. März, Seite 116-131 (DE-627)327576898 (DE-600)2044657-3 1863-8260 nnns volume:21 year:2011 number:1 day:03 month:03 pages:116-131 https://dx.doi.org/10.1007/s11749-011-0238-2 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_26 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 21 2011 1 03 03 116-131
allfields_unstemmed	10.1007/s11749-011-0238-2 doi (DE-627)SPR02267974X (SPR)s11749-011-0238-2-e DE-627 ger DE-627 rakwb eng Freitas, A. verfasserin aut Limit laws for maxima of a stationary random sequence with random sample size 2011 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Sociedad de Estadística e Investigación Operativa 2011 Abstract Let {Xn} be a stationary sequence and {kn} be a nondecreasing sequence such that kn+1/kn→r≥1. Assume that the limit distribution G of $M_{k_{n}}$ with an appropriate linear normalization exists. We consider the maxima Mn=max {Xi,i≤n} sampled at random times Tn, where Tn/kn converges in probability to a positive random variable D, and show that the limit distribution of $M_{T_{n}}$ exists under weak mixing conditions. The limit distribution of $M_{T_{n}}$ is a mixture of G and the distribution of D. Maximum (dpeaa)DE-He213 Limit distribution (dpeaa)DE-He213 Mixture (dpeaa)DE-He213 Max-semistable laws (dpeaa)DE-He213 Random sample size (dpeaa)DE-He213 Hüsler, J. aut Temido, M. G. aut Enthalten in TEST Heidelberg [u.a.] : Springer, 1992 21(2011), 1 vom: 03. März, Seite 116-131 (DE-627)327576898 (DE-600)2044657-3 1863-8260 nnns volume:21 year:2011 number:1 day:03 month:03 pages:116-131 https://dx.doi.org/10.1007/s11749-011-0238-2 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_26 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 21 2011 1 03 03 116-131
allfieldsGer	10.1007/s11749-011-0238-2 doi (DE-627)SPR02267974X (SPR)s11749-011-0238-2-e DE-627 ger DE-627 rakwb eng Freitas, A. verfasserin aut Limit laws for maxima of a stationary random sequence with random sample size 2011 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Sociedad de Estadística e Investigación Operativa 2011 Abstract Let {Xn} be a stationary sequence and {kn} be a nondecreasing sequence such that kn+1/kn→r≥1. Assume that the limit distribution G of $M_{k_{n}}$ with an appropriate linear normalization exists. We consider the maxima Mn=max {Xi,i≤n} sampled at random times Tn, where Tn/kn converges in probability to a positive random variable D, and show that the limit distribution of $M_{T_{n}}$ exists under weak mixing conditions. The limit distribution of $M_{T_{n}}$ is a mixture of G and the distribution of D. Maximum (dpeaa)DE-He213 Limit distribution (dpeaa)DE-He213 Mixture (dpeaa)DE-He213 Max-semistable laws (dpeaa)DE-He213 Random sample size (dpeaa)DE-He213 Hüsler, J. aut Temido, M. G. aut Enthalten in TEST Heidelberg [u.a.] : Springer, 1992 21(2011), 1 vom: 03. März, Seite 116-131 (DE-627)327576898 (DE-600)2044657-3 1863-8260 nnns volume:21 year:2011 number:1 day:03 month:03 pages:116-131 https://dx.doi.org/10.1007/s11749-011-0238-2 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_26 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 21 2011 1 03 03 116-131
allfieldsSound	10.1007/s11749-011-0238-2 doi (DE-627)SPR02267974X (SPR)s11749-011-0238-2-e DE-627 ger DE-627 rakwb eng Freitas, A. verfasserin aut Limit laws for maxima of a stationary random sequence with random sample size 2011 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier © Sociedad de Estadística e Investigación Operativa 2011 Abstract Let {Xn} be a stationary sequence and {kn} be a nondecreasing sequence such that kn+1/kn→r≥1. Assume that the limit distribution G of $M_{k_{n}}$ with an appropriate linear normalization exists. We consider the maxima Mn=max {Xi,i≤n} sampled at random times Tn, where Tn/kn converges in probability to a positive random variable D, and show that the limit distribution of $M_{T_{n}}$ exists under weak mixing conditions. The limit distribution of $M_{T_{n}}$ is a mixture of G and the distribution of D. Maximum (dpeaa)DE-He213 Limit distribution (dpeaa)DE-He213 Mixture (dpeaa)DE-He213 Max-semistable laws (dpeaa)DE-He213 Random sample size (dpeaa)DE-He213 Hüsler, J. aut Temido, M. G. aut Enthalten in TEST Heidelberg [u.a.] : Springer, 1992 21(2011), 1 vom: 03. März, Seite 116-131 (DE-627)327576898 (DE-600)2044657-3 1863-8260 nnns volume:21 year:2011 number:1 day:03 month:03 pages:116-131 https://dx.doi.org/10.1007/s11749-011-0238-2 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_SPRINGER GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_26 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2070 GBV_ILN_2086 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2116 GBV_ILN_2118 GBV_ILN_2119 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 21 2011 1 03 03 116-131
language	English
source	Enthalten in TEST 21(2011), 1 vom: 03. März, Seite 116-131 volume:21 year:2011 number:1 day:03 month:03 pages:116-131
sourceStr	Enthalten in TEST 21(2011), 1 vom: 03. März, Seite 116-131 volume:21 year:2011 number:1 day:03 month:03 pages:116-131
format_phy_str_mv	Article
institution	findex.gbv.de
topic_facet	Maximum Limit distribution Mixture Max-semistable laws Random sample size
isfreeaccess_bool	false
container_title	TEST
authorswithroles_txt_mv	Freitas, A. @@aut@@ Hüsler, J. @@aut@@ Temido, M. G. @@aut@@
publishDateDaySort_date	2011-03-03T00:00:00Z
hierarchy_top_id	327576898
id	SPR02267974X
language_de	englisch
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author	Freitas, A.
spellingShingle	Freitas, A. misc Maximum misc Limit distribution misc Mixture misc Max-semistable laws misc Random sample size Limit laws for maxima of a stationary random sequence with random sample size
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topic_title	Limit laws for maxima of a stationary random sequence with random sample size Maximum (dpeaa)DE-He213 Limit distribution (dpeaa)DE-He213 Mixture (dpeaa)DE-He213 Max-semistable laws (dpeaa)DE-He213 Random sample size (dpeaa)DE-He213
topic	misc Maximum misc Limit distribution misc Mixture misc Max-semistable laws misc Random sample size
topic_unstemmed	misc Maximum misc Limit distribution misc Mixture misc Max-semistable laws misc Random sample size
topic_browse	misc Maximum misc Limit distribution misc Mixture misc Max-semistable laws misc Random sample size
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title	Limit laws for maxima of a stationary random sequence with random sample size
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title_full	Limit laws for maxima of a stationary random sequence with random sample size
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author_browse	Freitas, A. Hüsler, J. Temido, M. G.
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doi_str_mv	10.1007/s11749-011-0238-2
title_sort	limit laws for maxima of a stationary random sequence with random sample size
title_auth	Limit laws for maxima of a stationary random sequence with random sample size
abstract	Abstract Let {Xn} be a stationary sequence and {kn} be a nondecreasing sequence such that kn+1/kn→r≥1. Assume that the limit distribution G of $M_{k_{n}}$ with an appropriate linear normalization exists. We consider the maxima Mn=max {Xi,i≤n} sampled at random times Tn, where Tn/kn converges in probability to a positive random variable D, and show that the limit distribution of $M_{T_{n}}$ exists under weak mixing conditions. The limit distribution of $M_{T_{n}}$ is a mixture of G and the distribution of D. © Sociedad de Estadística e Investigación Operativa 2011
abstractGer	Abstract Let {Xn} be a stationary sequence and {kn} be a nondecreasing sequence such that kn+1/kn→r≥1. Assume that the limit distribution G of $M_{k_{n}}$ with an appropriate linear normalization exists. We consider the maxima Mn=max {Xi,i≤n} sampled at random times Tn, where Tn/kn converges in probability to a positive random variable D, and show that the limit distribution of $M_{T_{n}}$ exists under weak mixing conditions. The limit distribution of $M_{T_{n}}$ is a mixture of G and the distribution of D. © Sociedad de Estadística e Investigación Operativa 2011
abstract_unstemmed	Abstract Let {Xn} be a stationary sequence and {kn} be a nondecreasing sequence such that kn+1/kn→r≥1. Assume that the limit distribution G of $M_{k_{n}}$ with an appropriate linear normalization exists. We consider the maxima Mn=max {Xi,i≤n} sampled at random times Tn, where Tn/kn converges in probability to a positive random variable D, and show that the limit distribution of $M_{T_{n}}$ exists under weak mixing conditions. The limit distribution of $M_{T_{n}}$ is a mixture of G and the distribution of D. © Sociedad de Estadística e Investigación Operativa 2011
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title_short	Limit laws for maxima of a stationary random sequence with random sample size
url	https://dx.doi.org/10.1007/s11749-011-0238-2
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Assume that the limit distribution G of $M_{k_{n}}$ with an appropriate linear normalization exists. We consider the maxima Mn=max {Xi,i≤n} sampled at random times Tn, where Tn/kn converges in probability to a positive random variable D, and show that the limit distribution of $M_{T_{n}}$ exists under weak mixing conditions. 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