Extremes of multivariate ARMAX processes (Q384759): Difference between revisions

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+Helena Ferreira
@@ Property / author: Helena Ferreira / rank @@
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+W2063378723
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+.1885
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+An extremal markovian sequence
@@ Property / cites work: An extremal markovian sequence / rank @@
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+Q4836494
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+A thermal energy storage process with controlled input
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+Basic properties and prediction of max-ARMA processes
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+Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions
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+Tail and dependence behavior of levels that persist for a fixed period of time
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+Modeling rare events through a \(p\)RARMAX process
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+Extremes and related properties of random sequences and processes
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+Statistical analysis of first-order MARMA processes
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+Statistics for near independence in multivariate extreme values
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+On the multivariate extremal index
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