Asymptotic analysis of extremes from autoregressive negative binomial processes (Q4031664)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Asymptotic analysis of extremes from autoregressive negative binomial processes
scientific article

    Statements

    Asymptotic analysis of extremes from autoregressive negative binomial processes (English)
    0 references
    0 references
    0 references
    0 references
    1 April 1993
    0 references
    0 references
    0 references
    0 references
    0 references
    extreme value limiting distribution
    0 references
    negative binomial first order autoregression
    0 references
    geometric autoregressive moving average process
    0 references
    mixing conditions
    0 references
    small sample simulation study
    0 references
    0 references