A STOCHASTIC PROCESS THAT IS AUTOREGRESSIVE IN TWO DIRECTIONS OF TIME.

DOI10.1111/J.1467-9574.1986.TB01163.XMaRDI QIDQ3716148zbMATH OpenOpenAlexFDO

Authors Laurens De Haan

Publication date 1986

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9574.1986.tb01163.x

zbMATH Keywords

autoregressive processcontinuous time stationary processextremal processmaxautoregressivesolar energy storagestreamflow of a riversum-autoregressive

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62P99)

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Cites work

• A thermal energy storage process with controlled input
• Inverses of extremal processes
• On Extreme Order Statistics
• On the theory of order statistics
• The strong approximation of extremal processes

Cited in

(3)

• A stochastic process associated with the EAR(l) model
• Stationary max-stable processes with the Markov property
• Stochastic delay differential equations and related autoregressive models

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