The max-INAR(1) model for count processes (Q2273024): Difference between revisions

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+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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+An extremal markovian sequence
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+Extreme value theory for a class of discrete distributions with applications to some stochastic processes
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+On strong mixing and Leadbetter's <i>D</i> condition
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+Scaled Sibuya distribution and discrete self-decomposability
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+Convolution tails, product tails and domains of attraction
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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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+Q5538132
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+Modeling rare events through a \(p\)RARMAX process
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+Extremes of multivariate ARMAX processes
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+Theory &amp; Methods: Non‐Gaussian Conditional Linear AR(1) Models
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+Maximum term of a particular autoregressivesequence with discrete margins
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+Extremes of integer-valued moving average models with regularly varying tails
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+Extremes of integer-valued moving average models with exponential type tails
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+Extremes and related properties of random sequences and processes
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+Discrete minification processes and reversibility
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+An extension of max autoregressive models
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+Extreme value theory for moving average processes
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+Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
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+Thinning-based models in the analysis of integer-valued time series: a review
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+Stochastic orders
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+Discrete analogues of self-decomposability and stability
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