Asymptotic analysis of extremes from autoregressive negative binomial processes (Q4031664): Difference between revisions
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Revision as of 13:56, 5 March 2024
scientific article
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English | Asymptotic analysis of extremes from autoregressive negative binomial processes |
scientific article |
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Asymptotic analysis of extremes from autoregressive negative binomial processes (English)
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1 April 1993
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extreme value limiting distribution
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negative binomial first order autoregression
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geometric autoregressive moving average process
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mixing conditions
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small sample simulation study
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