Extremes and clustering of nonstationary max-AR(1) sequences
From MaRDI portal
Publication:1890734
DOI10.1016/0304-4149(94)00066-3zbMath0821.60057MaRDI QIDQ1890734
Juerg Hüsler, Maria Teresa Alpuim, N. A. Catkan
Publication date: 23 May 1995
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(94)00066-3
compound Poisson process; limiting behaviour of the maximum; nonstationary max-autoregressive sequence
60G70: Extreme value theory; extremal stochastic processes
60G12: General second-order stochastic processes
Related Items
Limit distribution for point processes of high local maxima, Stationary max-stable processes with the Markov property, Limit laws for maxima of a stationary random sequence with random sample size, Statistical analysis of first-order MARMA processes
Cites Work
- Unnamed Item
- Unnamed Item
- Extremes and related properties of random sequences and processes
- Extreme values for stationary and Markov sequences
- Some limit theorems for an energy storage model
- On the stationary distribution of some extremal Markovian sequences
- Calculation of the equilibrium distribution for a solar energy storage model
- An extremal markovian sequence
- A thermal energy storage process with controlled input
- New bounds for the thermal energy storage process with stationary input
- On the multivariate extremal index
- The maximum term of uniformly mixing stationary processes
- Extreme values of non-stationary random sequences
- Extremes and local dependence in stationary sequences