A note on the asymptotic distribution of the maxima in disaggregated time-series models. (Q1423095)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the asymptotic distribution of the maxima in disaggregated time-series models. |
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Statements
A note on the asymptotic distribution of the maxima in disaggregated time-series models. (English)
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14 February 2004
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MA representation
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ARMA representation
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Disaggregated model
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Extremal behaviour
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Autocovariance function
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