Basic properties and prediction of max-ARMA processes (Q3203896): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (4 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Sidney I. Resnick / rank | |||
| Property / author | |||
| Property / author: Sidney I. Resnick / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1990216282 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 00:43, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Basic properties and prediction of max-ARMA processes |
scientific article |
Statements
Basic properties and prediction of max-ARMA processes (English)
0 references
1989
0 references
max-autoregressive moving average process
0 references
max-stable processes
0 references
prediction
0 references
MARMA processes
0 references
max-linear
0 references
ARMA processes
0 references
causality
0 references
domain of attraction of extreme value distribution
0 references
Necessary and sufficient conditions
0 references
existence of a stationary solution
0 references
MARMA recursion
0 references
probability of large errors
0 references
