A note on maximum autoregressive processes of order one (Q4677012)
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scientific article; zbMATH DE number 2169587
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on maximum autoregressive processes of order one |
scientific article; zbMATH DE number 2169587 |
Statements
A note on maximum autoregressive processes of order one (English)
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20 May 2005
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asymptotic autoregressive process
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maximum autoregression
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parameter estimation
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regularly varying tail
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