Extremal (in)dependence of a maximum autoregressive process
نویسندگان
چکیده
منابع مشابه
Extremal (in)dependence of a Maximum Autoregressive Process
Maximum autoregressive processes like MARMA (Davis and Resnick, [5] 1989) or power MARMA (Ferreira and Canto e Castro, [12] 2008) have singular joint distributions, an unrealistic feature in most applications. To overcome this pitfall, absolute continuous versions were presented in Alpuim and Athayde [2] (1990) and Ferreira and Canto e Castro [14] (2010b), respectively. We consider an extended ...
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ژورنال
عنوان ژورنال: Discussiones Mathematicae Probability and Statistics
سال: 2013
ISSN: 1509-9423,2084-0381
DOI: 10.7151/dmps.1150