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
Language | Label | Description | Also known as |
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English | 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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