Add to ORKGExtremes of periodic moving averages of random variables with regularly varying tail probabilitie
AbstractWe establish the rate of growth of the length of long strange intervals in an infinite movin...
We consider an infinite moving average Xt = k=0 Ct,kZt−k driven by an array {Ct,k, t ∈ ZZ, k ≥ 0} of...
Abstract. Let X1,X2... be a sequence of i.i.d random variables representing suc-cessive inputs to th...
We define a family of local mixing conditions that enable the computation of the extremal index of p...
In this paper we establish the basic asymptotic theory for periodic moving averages of i.i.d. random...
summary:Periodic moving average processes are representatives of the class of periodic models suita...
This paper was published in "American Journal of Epidemiology" 132 (1) Supplement: S136-S14
Extremes of Moving Averages of Random Variables from the Domain of the Double Exponential Distributi...
Moving averages of random series with random coefficients and random coefficient auto-model
AbstractLet {Zn} be an iid sequence of random variables with common distribution F which belongs to ...
We study LIL's for moving averages of Banach space valued (deterministic) functions wrt. homogeneous...
Let {Yi; -[infinity]Convergence in probability complete convergence moving average
We discuss moving-maximum models, based on weighted maxima of independent random variables, for extr...
Extremes Values, Regular Variation and Point Processes is a readable and efficient account of the fu...
In this paper we study the extremal behavior of a stationary continuoustime moving average process Y...
AbstractWe establish the rate of growth of the length of long strange intervals in an infinite movin...
We consider an infinite moving average Xt = k=0 Ct,kZt−k driven by an array {Ct,k, t ∈ ZZ, k ≥ 0} of...
Abstract. Let X1,X2... be a sequence of i.i.d random variables representing suc-cessive inputs to th...
We define a family of local mixing conditions that enable the computation of the extremal index of p...
In this paper we establish the basic asymptotic theory for periodic moving averages of i.i.d. random...
summary:Periodic moving average processes are representatives of the class of periodic models suita...
This paper was published in "American Journal of Epidemiology" 132 (1) Supplement: S136-S14
Extremes of Moving Averages of Random Variables from the Domain of the Double Exponential Distributi...
Moving averages of random series with random coefficients and random coefficient auto-model
AbstractLet {Zn} be an iid sequence of random variables with common distribution F which belongs to ...
We study LIL's for moving averages of Banach space valued (deterministic) functions wrt. homogeneous...
Let {Yi; -[infinity]Convergence in probability complete convergence moving average
We discuss moving-maximum models, based on weighted maxima of independent random variables, for extr...
Extremes Values, Regular Variation and Point Processes is a readable and efficient account of the fu...
In this paper we study the extremal behavior of a stationary continuoustime moving average process Y...
AbstractWe establish the rate of growth of the length of long strange intervals in an infinite movin...
We consider an infinite moving average Xt = k=0 Ct,kZt−k driven by an array {Ct,k, t ∈ ZZ, k ≥ 0} of...
Abstract. Let X1,X2... be a sequence of i.i.d random variables representing suc-cessive inputs to th...