Extremes and clustering of nonstationary max-AR(1) sequences

DOI10.1016/0304-4149(94)00066-3zbMath0821.60057OpenAlexW1996491613MaRDI QIDQ1890734

N. A. Catkan, Juerg Hüsler, Maria Teresa Alpuim

Publication date: 23 May 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)00066-3

zbMATH Keywords

compound Poisson processlimiting behaviour of the maximumnonstationary max-autoregressive sequence

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) General second-order stochastic processes (60G12)

Related Items (6)

Stationary max-stable processes with the Markov property ⋮ Asymptotic properties of extremal Markov processes driven by Kendall convolution ⋮ Limit laws for maxima of a stationary random sequence with random sample size ⋮ Limit distribution for point processes of high local maxima ⋮ Statistical analysis of first-order MARMA processes ⋮ Multivariate extremes of random scores of particles in branching processes with max-linear heredity

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