Asymptotic distribution of maximal autoregressive process with weight tending to 1
| Year of publication: |
1994
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|---|---|
| Authors: | Inagaki, Nobuo |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 46.1994, 4, p. 633-640
|
| Publisher: |
Springer |
| Subject: | Extreme value distribution | stability coefficients | maximal autoregressive process | maximum of weighted random variables |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005169158