Asymptotic analysis of extremes from autoregressive negative binomial processes (Q4031664)
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scientific article; zbMATH DE number 150510
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| English | Asymptotic analysis of extremes from autoregressive negative binomial processes |
scientific article; zbMATH DE number 150510 |
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Asymptotic analysis of extremes from autoregressive negative binomial processes (English)
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1 April 1993
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extreme value limiting distribution
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negative binomial first order autoregression
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geometric autoregressive moving average process
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mixing conditions
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small sample simulation study
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0.7878417372703552
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0.7781834006309509
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0.7757513523101807
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0.7704643607139587
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0.768108069896698
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