Evaluation of the Distribution Function of Sample Maxima in Stationary Random Sequences with Pseudo-Stationary Trend

Alexander Kudrov ()

Applied Econometrics, 2008, vol. 11, issue 3, 64-86

Abstract: By using stochastic simulation techniques the author compares a method of evaluation of the distribution function of sample maxima in stationary random sequences with a pseudo-stationary trend to the classical approach where the trend is not taken into account. This approach has been applied both to electricity consumption in Russia and to air temperature records in the central England

Keywords: stochastic simulation; electricity consumption (search for similar items in EconPapers)
JEL-codes: C53 (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (1)

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