Extremal Quantiles Of Maximums For Stationary Sequences With Pseudo-Stationary Trend With Applications In Electricity Consumption

Alexander Kudrov ()

Montenegrin Journal of Economics, 2013, vol. 9, issue 4, 53-64

Abstract: We propose a method for estimation of the distribution function of the maximums for time series with pseudo-stationarytrend on the basis of the earlier proved by the author theorems. The results are applied for estimation of the distribution function for the extremal values of electrical energy consumption.

Date: 2013
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://repec.mnje.com/mje/2013/v09-n04/mje_2013_v09-n04-a14.pdf (application/pdf)
http://repec.mnje.com/mje/2013/v09-n04/mje_2013_v09-n04-a14.html (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:mje:mjejnl:v:9:y:2013:i:4:p:53-64

Access Statistics for this article

Montenegrin Journal of Economics is currently edited by Veselin Draskovic

More articles in Montenegrin Journal of Economics from Economic Laboratory for Transition Research (ELIT)
Bibliographic data for series maintained by Nikola Draskovic Jelcic ().