Extreme values of particular non-linear processes

DOI10.1016/S1631-073X(02)02431-7zbMath0998.60051OpenAlexW2915995143MaRDI QIDQ1608684

Dominique Guégan, Sophie A. Ladoucette

Publication date: 25 November 2002

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s1631-073x(02)02431-7

zbMATH Keywords

logistic maptent mapdeterministic chaotic processes\(k\)-factor Gegenbauer processesnoisy chaotic processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)

Cites Work

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• Estimating the parameters of rare events
• Extremes and related properties of random sequences and processes
• Properties of distributions and correlation integrals for generalized versions of the logistic map
• A generalized fractionally differencing approach in long-memory modeling
• Sur la distribution limite du terme maximum d'une série aléatoire
• A k-Factor GARMA Long-memory Model
• Curved Chaotic Map Time Series Models and Their Stochastic Reversals
• Limit Theorems for the Maximum Term in Stationary Sequences

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