Extreme values of the uniform autoregressive processes and missing observations
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Author
Glavas, Lenka
Mladenovic, Pavle
Samorodnitsky, Gennady
Abstract
We investigate partial maxima of the uniform AR(1) processes with parameter r geq 2. Positively and negatively correlated processes are considered. New limit theorems for maxima in complete and incomplete samples are obtained
Sponsorship
Research of Glavas and Mladenovic was supported by a grant by
Ministry of Education, Science and Technological Development of the
Republic of Serbia, Grant No. 174012. Samorodnitsky's research was
partially supported by the ARO grant W911NF-12-10385 and by the
NSF grant DMS-1506783 at Cornell Universit
Ministry of Education, Science and Technological Development of the
Republic of Serbia, Grant No. 174012. Samorodnitsky's research was
partially supported by the ARO grant W911NF-12-10385 and by the
NSF grant DMS-1506783 at Cornell Universit
Date Issued
2016
Type
preprint