The distribution of the maximum of the multivariate \(\mathrm{AR}(p)\) and multivariate \(\mathrm{MA}(p)\) processes (Q464462)
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scientific article; zbMATH DE number 6361954
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| English | The distribution of the maximum of the multivariate \(\mathrm{AR}(p)\) and multivariate \(\mathrm{MA}(p)\) processes |
scientific article; zbMATH DE number 6361954 |
Statements
The distribution of the maximum of the multivariate \(\mathrm{AR}(p)\) and multivariate \(\mathrm{MA}(p)\) processes (English)
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27 October 2014
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autoregressive
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Fredholm kernel
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moving average
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multivariate maximum
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0.8435794115066528
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0.8149750828742981
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0.8057125210762024
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0.7909567952156067
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0.7715756297111511
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