A STOCHASTIC PROCESS THAT IS AUTOREGRESSIVE IN TWO DIRECTIONS OF TIME.

DOI10.1111/j.1467-9574.1986.tb01163.xzbMath0588.62164OpenAlexW2041573076MaRDI QIDQ3716148

Laurens De Haan

Publication date: 1986

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1986.tb01163.x

zbMATH Keywords

autoregressive processextremal processsolar energy storagecontinuous time stationary processmaxautoregressivestreamflow of a riversum-autoregressive

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62P99)

Cites Work

• The strong approximation of extremal processes
• A thermal energy storage process with controlled input
• Inverses of extremal processes
• On Extreme Order Statistics
• On the theory of order statistics

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