Basic properties and prediction of max-ARMA processes (Q3203896)
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scientific article; zbMATH DE number 4180614
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| default for all languages | No label defined |
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| English | Basic properties and prediction of max-ARMA processes |
scientific article; zbMATH DE number 4180614 |
Statements
Basic properties and prediction of max-ARMA processes (English)
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1989
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max-autoregressive moving average process
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max-stable processes
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prediction
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MARMA processes
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max-linear
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ARMA processes
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causality
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domain of attraction of extreme value distribution
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Necessary and sufficient conditions
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existence of a stationary solution
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MARMA recursion
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probability of large errors
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0.8696850538253784
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0.8097212910652161
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0.8055979013442993
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0.7851466536521912
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0.7833077907562256
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