Extreme values of the uniform order 1 autoregressive processes and missing observations

DOI10.1007/s10687-016-0282-0zbMath1387.60085OpenAlexW2517446612MaRDI QIDQ1692084

Pavle Mladenović, Lenka Glavaš, Gennady Samorodnitsky

Publication date: 26 January 2018

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-016-0282-0

zbMATH Keywords

extreme valuesmissing observationspartial maximauniform autoregressive processes

Mathematics Subject Classification ID

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

Related Items (1)

Extreme values of linear processes with heavy-tailed innovations and missing observations

Cites Work

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• Uniform AR(1) Processes and Maxima on Partial Samples
• Extremes and local dependence in stationary sequences
• Markov tail chains
• Extremes of Stationary Sequences with Failures
• On extreme values in stationary sequences

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