The distribution of the maximum of a first order autoregressive process: The continuous case (Q641767): Difference between revisions

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+Saralees Nadarajah
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+MaRDI publication profile
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+W2014156247
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+.5265
@@ Property / arXiv ID: 1001.5265 / rank @@
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@@ Property / cites work @@
+Extremal behavior of the autoregressive process with ARCH(1) errors
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+Extremes in autoregressive processes with uniform marginal distributions
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+Tail behaviour and extremes of two-state Markov-switching autoregressive models
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+Asymptotic analysis of extremes from autoregressive negative binomial processes
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+Asymptotics of maxima of discrete random variables
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+Mercer's Theorem and Fredholm resolvents
@@ Property / cites work: Mercer's Theorem and Fredholm resolvents / rank @@
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+Fredholm theory for arbitrary measure spaces
@@ Property / cites work: Fredholm theory for arbitrary measure spaces / rank @@
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+Fredholm equations have uniformly convergent solutions
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+Fredholm equations for non-symmetric kernels with applications to iterated integral operators
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