The distribution of the maximum of a first-order moving average: The discrete casex
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Publication:2816646
DOI10.1080/03610926.2014.927499zbMath1345.62126arXiv0802.0529OpenAlexW2131916327MaRDI QIDQ2816646
Christopher S. Withers, Saralees Nadarajah
Publication date: 25 August 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0802.0529
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Extreme value theory; extremal stochastic processes (60G70) Characteristic functions; other transforms (60E10)
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