Records in an AR(1) process

MaRDI QIDQ811006zbMATH OpenFDO

Authors Jiří Anděl

Publication date 1990

Published in Ricerche di Matematica (Search for Journal in Brave)

zbMATH Keywords

autoregressive processproperties of the records

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Stationary stochastic processes (60G10)

Recommendations

• scientific article; zbMATH DE number 1194780
• Records in stochastic processes-theory and applications
• Records for time-dependent stationary Gaussian sequences
• scientific article; zbMATH DE number 3901825
• On records and related processes for sequences with trends

Cited in

(2)

• Distribution of record times for random walk processes
• The distributions of certain record statistics from a random number of observations

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