Extreme values of particular non-linear processes
DOI10.1016/S1631-073X(02)02431-7zbMATH Open0998.60051OpenAlexW2915995143MaRDI QIDQ1608684FDOQ1608684
Authors: Dominique Guegan, Sophie Ladoucette
Publication date: 25 November 2002
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s1631-073x(02)02431-7
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Cites Work
- Extremes and related properties of random sequences and processes
- Title not available (Why is that?)
- Estimating the parameters of rare events
- Sur la distribution limite du terme maximum d'une série aléatoire
- A k-Factor GARMA Long-memory Model
- A generalized fractionally differencing approach in long-memory modeling
- Limit Theorems for the Maximum Term in Stationary Sequences
- Properties of distributions and correlation integrals for generalized versions of the logistic map
- Curved Chaotic Map Time Series Models and Their Stochastic Reversals
Cited In (3)
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