مرکز منطقه ای اطلاع رساني علوم و فناوري - A note on the asymptotic distribution of the maxima in disaggregated time-series models

Title of article :

A note on the asymptotic distribution of the maxima in disaggregated time-series models

Author/Authors :

M. G. Scotto، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2003

Pages :

From page :

127

To page :

137

Keywords :

Disaggregated model , Extremal behaviour , MA representation , ARMA representation , Autocovariance function

Journal title :

Statistics and Probability Letters

Serial Year :

2003

Journal title :

Statistics and Probability Letters

Record number :

140182

Link To Document :