Asymptotic distribution of maximal autoregressive process with weight tending to 1 (Q1895420)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Asymptotic distribution of maximal autoregressive process with weight tending to 1
scientific article

    Statements

    Asymptotic distribution of maximal autoregressive process with weight tending to 1 (English)
    0 references
    0 references
    18 October 1995
    0 references
    maximal autoregressive processes
    0 references
    extreme value distribution
    0 references
    stability coefficients
    0 references
    maximum of weighted random variables
    0 references
    maximal operator
    0 references
    ARMA processes
    0 references

    Identifiers