The distribution of the maximum of a first order moving average: the continuous case

DOI10.1007/s10687-013-0172-7zbMath1305.62082arXiv0802.0523MaRDI QIDQ483511

Christopher S. Withers, Saralees Nadarajah

Publication date: 17 December 2014

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0802.0523

zbMATH Keywords

maximum; moving average; rainfall; Fredholm kernel

Mathematics Subject Classification ID

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

62P12: Applications of statistics to environmental and related topics

62E15: Exact distribution theory in statistics

60G70: Extreme value theory; extremal stochastic processes

62G32: Statistics of extreme values; tail inference

Uses Software

• R