Nonlinear Prediction in Max-Autoregressive Processes
Matematičeskie zametki, Tome 85 (2009) no. 4, pp. 636-640
Cet article a éte moissonné depuis 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
Mots-clés : max-stable, Fréchet distribution
@article{MZM_2009_85_4_a13,
author = {A. V. Lebedev},
title = {Nonlinear {Prediction} in {Max-Autoregressive} {Processes}},
journal = {Matemati\v{c}eskie zametki},
pages = {636--640},
year = {2009},
volume = {85},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MZM_2009_85_4_a13/}
}
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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