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, 633-640

Keywords: Extreme value distribution; stability coefficients; maximal autoregressive process; maximum of weighted random variables (search for similar items in EconPapers)
Date: 1994
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1007/BF00773472 (text/html)
Access to full text is restricted to subscribers.

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:spr:aistmt:v:46:y:1994:i:4:p:633-640

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10463/PS2

DOI: 10.1007/BF00773472

Access Statistics for this article

Annals of the Institute of Statistical Mathematics is currently edited by Tomoyuki Higuchi

More articles in Annals of the Institute of Statistical Mathematics from Springer, The Institute of Statistical Mathematics
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().