Extremes and clustering of nonstationary max-AR(1) sequences

DOI10.1016/0304-4149(94)00066-3zbMath0821.60057MaRDI QIDQ1890734

N. A. Catkan, Juerg Hüsler, Maria Teresa Alpuim

Publication date: 23 May 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)00066-3

zbMATH Keywords

compound Poisson process; limiting behaviour of the maximum; nonstationary max-autoregressive sequence

Mathematics Subject Classification ID

60G70: Extreme value theory; extremal stochastic processes

60G12: General second-order stochastic processes

Related Items

Limit distribution for point processes of high local maxima, Stationary max-stable processes with the Markov property, Limit laws for maxima of a stationary random sequence with random sample size, Multivariate extremes of random scores of particles in branching processes with max-linear heredity, Statistical analysis of first-order MARMA processes

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