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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     author = {A. V. Lebedev},
     title = {Nonlinear {Prediction} in {Max-Autoregressive} {Processes}},
     journal = {Matemati\v{c}eskie zametki},
     pages = {636--640},
     publisher = {mathdoc},
     volume = {85},
     number = {4},
     year = {2009},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MZM_2009_85_4_a13/}
}
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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/