On the Extremes of Randomly Sub-Sampled Time Series

Andreia Hall; Manuel G. Scotto

doi:10.57805/revstat.v6i2.62

On the Extremes of Randomly Sub-Sampled Time Series

Authors

Andreia Hall Universidade de Aveiro
Manuel G. Scotto Universidade de Aveiro

DOI:

https://doi.org/10.57805/revstat.v6i2.62

Keywords:

extreme value theory, integer-valued stationary sequences, sub-sampling, failure, extremal index

Abstract

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.

Downloads

REVSTAT2008v6n2_3

Published

2008-06-24

How to Cite

Hall , A., & G. Scotto , M. (2008). On the Extremes of Randomly Sub-Sampled Time Series. REVSTAT-Statistical Journal, 6(2), 151–164. https://doi.org/10.57805/revstat.v6i2.62