Extreme values of the uniform autoregressive processes and missing observations
Loading...
No Access Until
Permanent Link(s)
Collections
Other Titles
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
Journal / Series
Volume & Issue
Description
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
Date Issued
2016
Publisher
Keywords
Extreme values; missing observations; partial maxima; uniform autoregressive processes
Location
Effective Date
Expiration Date
Sector
Employer
Union
Union Local
NAICS
Number of Workers
Committee Chair
Committee Co-Chair
Committee Member
Degree Discipline
Degree Name
Degree Level
Related Version
Related DOI
Related To
Related Part
Based on Related Item
Has Other Format(s)
Part of Related Item
Related To
Related Publication(s)
Link(s) to Related Publication(s)
References
Link(s) to Reference(s)
Previously Published As
Government Document
ISBN
ISMN
ISSN
Other Identifiers
Rights
Rights URI
Types
preprint