Uniform AR(1) processes and maxima on partial samples
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Recommendations
- Maximum of a partial sample in the uniform AR(1) processes
- New examples of partial samples from the uniform \(\mathrm{AR}(1)\) process and asymptotic distributions of extremes
- Extreme values of the uniform order 1 autoregressive processes and missing observations
- Maxima of recurrent random sequences
- A series criterion for moving maxima
Cites work
- A limit theorem for the maximum of autoregressive processes with uniform marginal distributions
- Extreme Values in Uniformly Mixing Stationary Stochastic Processes
- Extremes and local dependence in stationary sequences
- Extremes in autoregressive processes with uniform marginal distributions
- Extremes of a class of deterministic sub-sampled processes with applications to stochastic difference equations
- Maxima and minima of stationary sequences
- Maxima of partial samples in Gaussian sequences
- Maximum of a partial sample in the uniform AR(1) processes
- On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
- On extreme values in stationary sequences
Cited in
(5)- Maximum of a partial sample in the uniform AR(1) processes
- Extreme values of the uniform order 1 autoregressive processes and missing observations
- Extreme values of linear processes with heavy-tailed innovations and missing observations
- New examples of partial samples from the uniform \(\mathrm{AR}(1)\) process and asymptotic distributions of extremes
- Maximal number of successors in a NGINAR(1) process
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