Asymptotic analysis of extremes from autoregressive negative binomial processes
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Publication:4031664
DOI10.2307/3214723zbMath0783.60028MaRDI QIDQ4031664
Yousung Park, William P. McCormick
Publication date: 1 April 1993
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214723
mixing conditions; small sample simulation study; extreme value limiting distribution; geometric autoregressive moving average process; negative binomial first order autoregression
60F05: Central limit and other weak theorems
60G70: Extreme value theory; extremal stochastic processes
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
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