Theory & Methods: ε‐Repetitions of the Maximum Residuals in an AR(1) Model

DOI10.1111/1467-842X.00182MaRDI QIDQ4540799zbMATH OpenFDO

Authors Eka Shinjikashvili

Publication date 28 July 2002

Published in Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistics of extreme values; tail inference (62G32) Inference from stochastic processes and prediction (62M20)

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Cited in

(1)

• Slow convergence of the number of near-maxima for Burr XII distributions

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