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Please use this identifier to cite or link to this item: https://research.matf.bg.ac.rs/handle/123456789/1705
DC FieldValueLanguage
dc.contributor.authorGlavaš, Lenkaen_US
dc.contributor.authorMladenović, Pavleen_US
dc.date.accessioned2025-03-16T12:56:56Z-
dc.date.available2025-03-16T12:56:56Z-
dc.date.issued2024-04-01-
dc.identifier.issn01677152-
dc.identifier.urihttps://research.matf.bg.ac.rs/handle/123456789/1705-
dc.description.abstractWe are interested in further extremal properties of the moving average process defined from an i.i.d. noise sequence with common distribution function belonging to the maximum domain of attraction of the Gumbel extreme value distribution and satisfying additionally two specific conditions. In particular, we consider the limiting behavior of a sequence of random vectors consisted of maxima in complete and incomplete samples from this class of moving averages. The point process approach is used to derive the corresponding results.en_US
dc.language.isoenen_US
dc.publisherElsevieren_US
dc.relation.ispartofStatistics and Probability Lettersen_US
dc.subjectExtreme valuesen_US
dc.subjectGumbel distributionen_US
dc.subjectIncomplete samplesen_US
dc.subjectMoving averageen_US
dc.subjectPoint processesen_US
dc.subjectSubexponential distributionsen_US
dc.titleExtremes in incomplete samples from moving averages of random variables from the domain of attraction of the Gumbel distributionen_US
dc.typeArticleen_US
dc.identifier.doi10.1016/j.spl.2023.110012-
dc.identifier.scopus2-s2.0-85181755399-
dc.identifier.isi001148302400001-
dc.identifier.urlhttps://api.elsevier.com/content/abstract/scopus_id/85181755399-
dc.relation.issn0167-7152en_US
dc.description.rankM23en_US
dc.relation.firstpageArticle no. 110012en_US
dc.relation.volume207en_US
item.languageiso639-1en-
item.grantfulltextnone-
item.fulltextNo Fulltext-
item.openairetypeArticle-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.cerifentitytypePublications-
crisitem.author.deptProbability and Mathematical Statistics-
crisitem.author.deptProbability and Mathematical Statistics-
crisitem.author.orcid0000-0002-2753-4454-
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