Nonlinear prediction in max-autoregressive processes
type: Item
instance of: scholarly article
title: Nonlinear prediction in max-autoregressive processes
zbMATH Open document ID: 1183.62160
DOI: 10.1134/S0001434609030328
published in: Mathematical Notes
publication date: 2009-11-10T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 5628190
zbMATH Keywords: nonlinear prediction
zbMATH Keywords: max-autoregressive process
zbMATH Keywords: ARMA process
zbMATH Keywords: MARMA process
zbMATH Keywords: max-linear
zbMATH Keywords: max-stable
zbMATH Keywords: random process
zbMATH Keywords: Fréchet distribution
zbMATH Keywords: sign and rank statistics
describes a project that uses: QRM
author: A. V. Lebedev
MaRDI profile type: Publication
cites work: Basic properties and prediction of max-ARMA processes
cites work: Q3771297
cites work: Q5706744
full work available at URL: s0001434609030328
OpenAlex ID: W2021232998
description: scientific article; zbMATH DE number 5628190