Extremes in autoregressive processes with uniform marginal distributions
type: Item
instance of: scholarly article
title: Extremes in autoregressive processes with uniform marginal distributions
zbMATH Open document ID: 0503.62021
DOI: 10.1016/0167-7152(82)90021-9
author: Michael R. Chernick
author: Richard A. Davis
published in: Statistics \& Probability Letters
publication date: 1982-01-01T00:00:00Z
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 3793209
zbMATH Keywords: extremes
zbMATH Keywords: uniform marginal distributions
zbMATH Keywords: first order autoregressive processes
zbMATH Keywords: midrange
zbMATH Keywords: range
zbMATH Keywords: stationary sequences
zbMATH Keywords: asymptotic independence
MaRDI profile type: Publication
full work available at URL: 0167-7152(82)90021-9
OpenAlex ID: W1977313026
cites work: Q4158362
cites work: A limit theorem for the maximum of autoregressive processes with uniform marginal distributions
cites work: Maxima and minima of stationary sequences
cites work: Limit laws for the maximum and minimum of stationary sequences
cites work: On extreme values in stationary sequences
description: scientific article; zbMATH DE number 3793209