Uniform AR(1) Processes and Maxima on Partial Samples

DOI10.1080/03610926.2013.786785zbMath1333.60106OpenAlexW2062950775MaRDI QIDQ3462383

Pavle Mladenović, Lenka Živadinović

Publication date: 5 January 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.786785

zbMATH Keywords

extreme valuesmissing observationsuniform AR(1) processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

Related Items (2)

Extreme values of the uniform order 1 autoregressive processes and missing observations ⋮ Extreme values of linear processes with heavy-tailed innovations and missing observations

Cites Work

• On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
• Maximum of a partial sample in the uniform AR(1) processes
• A limit theorem for the maximum of autoregressive processes with uniform marginal distributions
• Extremes in autoregressive processes with uniform marginal distributions
• Maxima of partial samples in Gaussian sequences
• Maxima and minima of stationary sequences
• Extremes of a class of deterministic sub-sampled processes with applications to stochastic difference equations
• Extremes and local dependence in stationary sequences
• Extreme Values in Uniformly Mixing Stationary Stochastic Processes
• On extreme values in stationary sequences

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