Asymptotic behaviour for the extreme values of a linear regression model

zbMath1067.62052MaRDI QIDQ1769296

Aliou Diop, Dominique Guégan

Publication date: 21 March 2005

Published in: African Diaspora Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

point processextreme value theoryPoisson random measureregression model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

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