Maximum of a partial sample in the uniform AR(1) processes

DOI10.1016/j.spl.2009.03.016zbMath1168.60349OpenAlexW2004550310MaRDI QIDQ1026341

Pavle Mladenović

Publication date: 24 June 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.03.016

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

Related Items (3)

Uniform AR(1) Processes and Maxima on Partial Samples ⋮ Extreme values of the uniform order 1 autoregressive processes and missing observations ⋮ Extreme values of linear processes with heavy-tailed innovations and missing observations

Cites Work

• On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
• Extremes and related properties of random sequences and processes
• A limit theorem for the maximum of autoregressive processes with uniform marginal distributions
• Extremes in autoregressive processes with uniform marginal distributions
• Maxima of partial samples in Gaussian sequences
• Maxima and minima of stationary sequences
• Large deviations of a storage process with fractional Brownian motion as input
• On overload in a storage model, with a self-similar and infinitely divisible input.
• On maxima of partial samples in Gaussian sequences with pseudo-stationary trends
• Limit theorem for maximum of the storage process with fractional Brownian motion as input
• Extremes of a class of deterministic sub-sampled processes with applications to stochastic difference equations

This page was built for publication: Maximum of a partial sample in the uniform AR(1) processes