On the extremes of the max-INAR(1) process for time series of counts
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Cites work
- A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases
- An extremal markovian sequence
- An Introduction to Discrete‐Valued Time Series
- Basic properties and prediction of max-ARMA processes
- Comparison of BINAR(1) models with bivariate negative binomial innovations and explanatory variables
- Count Time Series: A Methodological Review
- Discrete analogues of self-decomposability and stability
- Efficient estimation in periodic INAR(\(p\)) model: nonparametric innovation distributions case
- Extreme value theory for a class of discrete distributions with applications to some stochastic processes
- Extremes of integer-valued moving average models with regularly varying tails
- Extremes of integer-valued moving average sequences
- First-order random coefficient INAR process with dependent counting series
- scientific article; zbMATH DE number 4109747 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 2138429 (Why is no real title available?)
- Limit distribution for point processes of high local maxima
- Limit laws for the maximum and minimum of stationary sequences
- Maxima and minima of stationary sequences
- Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions
- Non-Linear Time Series
- On random coefficient INAR(1) processes
- On strong mixing and Leadbetter's D condition
- On the stationary distribution of some extremal Markovian sequences
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
- The max-INAR(1) model for count processes
- Thinning-based models in the analysis of integer-valued time series: a review
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