Asymptotic distribution of maximal autoregressive process with weight tending to 1

Nobuo Inagaki

Annals of the Institute of Statistical Mathematics, 1994, vol. 46, issue 4, pages 633-640

Keywords: Extreme value distribution; stability coefficients; maximal autoregressive process; maximum of weighted random variables (search for similar items in EconPapers)
Date: 1994
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