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Chernick, Michael R.

A limit theorem for the maximum term in a particular EARMA(1,1) sequence. (English) Zbl 0444.62031

J. Appl. Probab. 17, 869-873 (1980).
Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page
scan of Zbl 0444.62031

Cited in 2 Documents

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

Keywords:

EARMA(1,1) sequence; exchangeable sequences

Citations:

Zbl 0364.60082; Zbl 0381.62039
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