Extremal behaviour in models of superposition of random variables
Let X(i) ={Xgi(n)}n≥1, i= 1, 2, be sequences of random variables, where {gi(n)}n≥1 are disjoint and strictly increasing sequences of integer numbers such that {g1(n)}n≥1 ∪ {g2(n)}n≥1 = N. Using superposition of point processes, we study the extremal behaviour of a superposed sequence {Xn}n≥1 = {Xg1...
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| Format: | Article |
| Language: | English |
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Instituto Nacional de Estatística | Statistics Portugal
2004-11-01
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| Series: | Revstat Statistical Journal |
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| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/13 |