Geodesic
Nonlinear Prediction in Max-Autoregressive Processes
Matematičeskie zametki, Tome 85 (2009) no. 4, pp. 636-640.

Voir la notice de l'article provenant de la source Math-Net.Ru

Keywords: nonlinear prediction, max-autoregressive process, ARMA process, MARMA process, max-linear, random process, sign and rank statistic.
Mots-clés : max-stable, Fréchet distribution 
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A. V. Lebedev. Nonlinear Prediction in Max-Autoregressive Processes. Matematičeskie zametki, Tome 85 (2009) no. 4, pp. 636-640. http://geodesic.mathdoc.fr/item/MZM_2009_85_4_a13/

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