Uniform AR(1) Processes and Maxima on Partial Samples
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Publication:3462383
DOI10.1080/03610926.2013.786785zbMath1333.60106OpenAlexW2062950775MaRDI QIDQ3462383
Pavle Mladenović, Lenka Živadinović
Publication date: 5 January 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2013.786785
Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)
Related Items (2)
Extreme values of the uniform order 1 autoregressive processes and missing observations ⋮ Extreme values of linear processes with heavy-tailed innovations and missing observations
Cites Work
- On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
- Maximum of a partial sample in the uniform AR(1) processes
- A limit theorem for the maximum of autoregressive processes with uniform marginal distributions
- Extremes in autoregressive processes with uniform marginal distributions
- Maxima of partial samples in Gaussian sequences
- Maxima and minima of stationary sequences
- Extremes of a class of deterministic sub-sampled processes with applications to stochastic difference equations
- Extremes and local dependence in stationary sequences
- Extreme Values in Uniformly Mixing Stationary Stochastic Processes
- On extreme values in stationary sequences
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