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Asymptotic analysis of extremes from autoregressive negative binomial processes - MaRDI portal

Asymptotic analysis of extremes from autoregressive negative binomial processes (Q4031664)

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Asymptotic analysis of extremes from autoregressive negative binomial processes
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    Asymptotic analysis of extremes from autoregressive negative binomial processes (English)
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    1 April 1993
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    extreme value limiting distribution
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    negative binomial first order autoregression
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    geometric autoregressive moving average process
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    mixing conditions
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    small sample simulation study
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