A limit theorem for the maximum term in a particular EARMA(1,1) sequence. (English) Zbl 0444.62031
MSC:
62E20 | Asymptotic distribution theory in statistics |
62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |
60G99 | Stochastic processes |
62G30 | Order statistics; empirical distribution functions |