A note on maximum autoregressive processes of order one (Q4677012): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:17, 7 February 2024
scientific article; zbMATH DE number 2169587
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on maximum autoregressive processes of order one |
scientific article; zbMATH DE number 2169587 |
Statements
A note on maximum autoregressive processes of order one (English)
0 references
20 May 2005
0 references
asymptotic autoregressive process
0 references
maximum autoregression
0 references
parameter estimation
0 references
regularly varying tail
0 references
