On the Maximum Term of MA and Max-AR Models with Margins in Anderson's Class (Q5307621)

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scientific article; zbMATH DE number 5191433
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On the Maximum Term of MA and Max-AR Models with Margins in Anderson's Class
scientific article; zbMATH DE number 5191433

    Statements

    On the Maximum Term of MA and Max-AR Models with Margins in Anderson's Class (English)
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    17 September 2007
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    extreme value theory
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    extremal index
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    max-semistable law
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    count data
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    integer-valued stationary sequence
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    binomial thinning
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    maximum term
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    MA model
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