Nonlinear prediction in max-autoregressive processes (Q1033969)
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scientific article; zbMATH DE number 5628190
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| default for all languages | No label defined |
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| English | Nonlinear prediction in max-autoregressive processes |
scientific article; zbMATH DE number 5628190 |
Statements
Nonlinear prediction in max-autoregressive processes (English)
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10 November 2009
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nonlinear prediction
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max-autoregressive process
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ARMA process
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MARMA process
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max-linear
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max-stable
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random process
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Fréchet distribution
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sign and rank statistics
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0.8696850538253784
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0.7677680850028992
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0.7612337470054626
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0.760252833366394
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0.7467519044876099
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