Extreme values of particular nonlinear processes

Dominique Guegan () and Sophie A. Ladoucette ()
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Dominique Guegan: IDHE - Institutions et Dynamiques Historiques de l'Economie - ENS Cachan - École normale supérieure - Cachan - UP1 - Université Paris 1 Panthéon-Sorbonne - UP8 - Université Paris 8 Vincennes-Saint-Denis - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique
Sophie A. Ladoucette: IDHE - Institutions et Dynamiques Historiques de l'Economie - ENS Cachan - École normale supérieure - Cachan - UP1 - Université Paris 1 Panthéon-Sorbonne - UP8 - Université Paris 8 Vincennes-Saint-Denis - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique

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Abstract: We investigate the asymptotic behavior of the maxima of a general class of deterministic chaotic processes –including the Tent map and the Logistic map -, of noisy chaotic processes, and of the Gaussian long memory k-factor Genebauer processes.

Keywords: Chaotic system; Extreme value theory; long memory processes; GIGARCH; GIGARCH. (search for similar items in EconPapers)
Date: 2002
Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-00201320
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Citations: View citations in EconPapers (3)

Published in C.R.A.S., 2002, 335, pp.73 - 78

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00201320

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