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Please use this identifier to cite or link to this item: https://research.matf.bg.ac.rs/handle/123456789/886
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dc.contributor.authorGlavaš, Lenkaen_US
dc.contributor.authorMladenović, Pavleen_US
dc.date.accessioned2022-08-15T18:08:23Z-
dc.date.available2022-08-15T18:08:23Z-
dc.date.issued2020-12-01-
dc.identifier.issn13861999en
dc.identifier.urihttps://research.matf.bg.ac.rs/handle/123456789/886-
dc.description.abstractWe investigate maxima in incomplete samples from strictly stationary random sequences defined as linear models of i.i.d. random variables with heavy-tailed innovations that satisfy the tail balance condition. Using the point process approach we obtain limit theorems for the sequence of random vectors whose components are properly normalized maxima in complete and incomplete samples.en
dc.relation.ispartofExtremesen
dc.subjectExtreme valuesen
dc.subjectHeavy-tailed innovationsen
dc.subjectLinear processesen
dc.subjectMissing observationsen
dc.subjectPartial maximaen
dc.subjectPoint processesen
dc.subjectPrimary 60G70en
dc.subjectSecondary 60G10en
dc.titleExtreme values of linear processes with heavy-tailed innovations and missing observationsen_US
dc.typeArticleen_US
dc.identifier.doi10.1007/s10687-020-00390-3-
dc.identifier.scopus2-s2.0-85089656830-
dc.identifier.urlhttps://api.elsevier.com/content/abstract/scopus_id/85089656830-
dc.contributor.affiliationProbability and Mathematical Statisticsen_US
dc.relation.firstpage547en
dc.relation.lastpage567en
dc.relation.volume23en
dc.relation.issue4en
item.fulltextNo Fulltext-
item.openairetypeArticle-
item.grantfulltextnone-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.cerifentitytypePublications-
crisitem.author.deptProbability and Mathematical Statistics-
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