Statistical analysis of first-order MARMA processes
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Publication:2518003
DOI10.1134/S0001434608030243zbMath1152.62059OpenAlexW2092671644MaRDI QIDQ2518003
Publication date: 12 January 2009
Published in: Mathematical Notes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0001434608030243
estimation of parameterssign testrandom variablePearson correlation coefficientFréchet distributionrank testMARMA and ARMA processesmoving maximum
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)
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Extremes of multivariate ARMAX processes, On tail dependence: a characterization for first-order max-autoregressive processes, Unnamed Item, Multivariate extremes of random scores of particles in branching processes with max-linear heredity
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