Extreme values of particular nonlinear processes

We investigate the asymptotic behavior of the maxima of a general class of deterministic chaotic processes –including the Tent map and the Logistic map -, of noisy chaotic processes, and of the Gaussian long memory k-factor Genebauer processes.

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Year of publication:	2002
Authors:	Guegan, Dominique ; Ladoucette, Sophie A.
Institutions:	HAL
Subject:	Chaotic system \| Extreme value theory \| long memory processes \| GIGARCH

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Extent:	application/pdf
Series:	Post-Print.
Type of publication:	Book / Working Paper
Language:	English
Notes:	View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00201320/en/ Published, C.R.A.S., 2002, 335, 73 - 78
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008791281