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 On the extremes of randomly sub-sampled time series
Please use this identifier to cite or link to this item http://hdl.handle.net/10773/6134

title: On the extremes of randomly sub-sampled time series
authors: Hall, Andreia
Scotto, Manuel G.
issue date: 2008
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.
URI: http://hdl.handle.net/10773/6134
ISSN: 1645-6726
publisher version/DOI: http://www.ine.pt/revstat/pdf/rs080203.pdf
source: Revstat-statistical journal
appears in collectionsMAT - Artigos

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