Moving-maximum models for extrema of time series

Peter Hall، نويسنده , , Liang Peng، نويسنده , , Qiwei Yao، نويسنده ,

روزنامه با شماره پیاپی سال 2002

13

51

63

Moving average , Pareto distribution , Percentile method , Prediction interval , Autoregression , Bootstrap , Con0dence interval , Extreme value distribution , Generalised Pareto distribution

Journal of Statistical Planning and Inference

2002

Journal of Statistical Planning and Inference

219358