An extreme-Markovian-evolutionary (EME) sequence

DOI10.1007/BF02888564zbMath0733.60073OpenAlexW1581312433MaRDI QIDQ3359514

José Tiago de Oliveira

Publication date: 1985

Published in: Trabajos de Estadistica Y de Investigacion Operativa (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/40724

zbMATH Keywords

autoregressiondependence functionsessential and incidental parameterssequence, with Gumbel margins

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Extreme value theory; extremal stochastic processes (60G70) Special processes (60K99)

Cites Work

• An extreme-markovian-stationary sequence; quick statistical decision
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