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https://research.matf.bg.ac.rs/handle/123456789/896| Title: | Extreme values of the uniform order 1 autoregressive processes and missing observations | Authors: | Glavaš, Lenka Mladenović, Pavle Samorodnitsky, Gennady |
Affiliations: | Probability and Mathematical Statistics | Keywords: | Extreme values;Missing observations;Partial maxima;Uniform autoregressive processes | Issue Date: | 1-Sep-2017 | Journal: | Extremes | Abstract: | We investigate partial maxima of the uniform AR(1) processes with parameter r ⩾ 2. Positively and negatively correlated processes are considered. New limit theorems for maxima in complete and incomplete samples are obtained. |
URI: | https://research.matf.bg.ac.rs/handle/123456789/896 | ISSN: | 13861999 | DOI: | 10.1007/s10687-016-0282-0 |
| Appears in Collections: | Research outputs |
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