SCOTTO, M. G.; TURKMAN, K. F.; ANDERSON, C. W. - In: Journal of Time Series Analysis 24 (2003) 5, pp. 579-590
Let X_k be a stationary time series and y_k=X_kM be the sub-sampled series corresponding to a fixed systematic sampling interval M 1. In this paper, we use a point process approach to study the effect of the sub sampling on the extremal properties of Y_k when X_k is a linear process with...