A limit theorem for the maximum term in a particular EARMA(1, 1) sequence

DOI10.2307/3212983zbMath0444.62031OpenAlexW2321680451MaRDI QIDQ3888327

Michael R. Chernick

Publication date: 1980

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212983

zbMATH Keywords

exchangeable sequencesEARMA(1,1) sequence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Stochastic processes (60G99)

Related Items (2)

Computer experiments for the analysis of extreme-value phenomena ⋮ Extreme values of autocorrelated sequences

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