Extreme values of particular non-linear processes

DOI10.1016/S1631-073X(02)02431-7MaRDI QIDQ1608684zbMATH OpenOpenAlexFDO

Authors Dominique Guegan, Sophie Ladoucette

Publication date 25 November 2002

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s1631-073x(02)02431-7

zbMATH Keywords

logistic maptent mapdeterministic chaotic processes\(k\)-factor Gegenbauer processesnoisy chaotic processes

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05)

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Cites work

• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• A generalized fractionally differencing approach in long-memory modeling
• A k-Factor GARMA Long-memory Model
• Curved Chaotic Map Time Series Models and Their Stochastic Reversals
• Estimating the parameters of rare events
• Extremes and related properties of random sequences and processes
• Limit Theorems for the Maximum Term in Stationary Sequences
• Properties of distributions and correlation integrals for generalized versions of the logistic map
• Sur la distribution limite du terme maximum d'une série aléatoire

Cited in

(3)

• Extreme values for Benedicks-Carleson quadratic maps
• Extreme values of the tent map process.
• Non-Linear Time Series

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