The distribution of the maximum of the multivariate AR(p) and multivariate MA(p) processes
Year of publication: |
2014
|
---|---|
Authors: | Withers, Christopher S. ; Nadarajah, Saralees |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 95.2014, C, p. 48-56
|
Publisher: |
Elsevier |
Subject: | Autoregressive | Fredholm kernel | Moving average | Multivariate maximum |
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