Evaluation of the Distribution Function of Sample Maxima in Stationary Random Sequences with Pseudo-Stationary Trend

By using stochastic simulation techniques the author compares a method of evaluation of the distribution function of sample maxima in stationary random sequences with a pseudo-stationary trend to the classical approach where the trend is not taken into account. This approach has been applied both to electricity consumption in Russia and to air temperature records in the central England

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Year of publication:	2008
Authors:	Kudrov, Alexander
Published in:	Applied Econometrics. - Publishing House "SINERGIA PRESS". - Vol. 11.2008, 3, p. 64-86
Publisher:	Publishing House "SINERGIA PRESS"
Subject:	stochastic simulation \| electricity consumption

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Extent:	application/pdf
Type of publication:	Article
Classification:	C53 - Forecasting and Other Model Applications
Source:	RePEc - Research Papers in Economics

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