Basic properties and prediction of max-ARMA processes (Q3203896)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Basic properties and prediction of max-ARMA processes |
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Basic properties and prediction of max-ARMA processes (English)
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1989
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max-autoregressive moving average process
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max-stable processes
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prediction
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MARMA processes
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max-linear
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ARMA processes
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causality
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domain of attraction of extreme value distribution
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Necessary and sufficient conditions
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existence of a stationary solution
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MARMA recursion
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probability of large errors
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