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
1 April 1993
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