Extremes in autoregressive processes with uniform marginal distributions
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Publication:1173352
DOI10.1016/0167-7152(82)90021-9zbMath0503.62021OpenAlexW1977313026MaRDI QIDQ1173352
Richard A. Davis, Michael R. Chernick
Publication date: 1982
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(82)90021-9
asymptotic independencerangestationary sequencesextremesmidrangeuniform marginal distributionsfirst order autoregressive processes
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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