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Nonlinear prediction in max-autoregressive processes - MaRDI portal

Nonlinear prediction in max-autoregressive processes (Q1033969)

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scientific article; zbMATH DE number 5628190
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English
Nonlinear prediction in max-autoregressive processes
scientific article; zbMATH DE number 5628190

    Statements

    Nonlinear prediction in max-autoregressive processes (English)
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    10 November 2009
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    nonlinear prediction
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    max-autoregressive process
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    ARMA process
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    MARMA process
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    max-linear
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    max-stable
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    random process
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    Fréchet distribution
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    sign and rank statistics
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