The Poisson limit theorem for high extrema of a time series with seasonal component and monotone trend
    
    
  
  
  
      
      
      
        
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 1 (2012), pp. 12-17
    
  
  
  
  
  
    
      
      
        
      
      
      
    Voir la notice de l'article provenant de la source Math-Net.Ru
            
              			In this paper we consider Poisson's limit theorem for high extrema of a stationary time series with a monotone trend and an almost periodic component. It is assumed that the distribution function of the time series is maximum stable and the time series satisfies the weak dependence condition. The limit behavior of the random process of high extrema for this model is considered for the first time.
			
            
            
            
          
        
      @article{VMUMM_2012_1_a1,
     author = {I. V. Rodionov},
     title = {The {Poisson} limit theorem for high extrema of a time series with seasonal component and monotone trend},
     journal = {Vestnik Moskovskogo universiteta. Matematika, mehanika},
     pages = {12--17},
     publisher = {mathdoc},
     number = {1},
     year = {2012},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMUMM_2012_1_a1/}
}
                      
                      
                    TY - JOUR AU - I. V. Rodionov TI - The Poisson limit theorem for high extrema of a time series with seasonal component and monotone trend JO - Vestnik Moskovskogo universiteta. Matematika, mehanika PY - 2012 SP - 12 EP - 17 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/VMUMM_2012_1_a1/ LA - ru ID - VMUMM_2012_1_a1 ER -
%0 Journal Article %A I. V. Rodionov %T The Poisson limit theorem for high extrema of a time series with seasonal component and monotone trend %J Vestnik Moskovskogo universiteta. Matematika, mehanika %D 2012 %P 12-17 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/VMUMM_2012_1_a1/ %G ru %F VMUMM_2012_1_a1
I. V. Rodionov. The Poisson limit theorem for high extrema of a time series with seasonal component and monotone trend. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 1 (2012), pp. 12-17. http://geodesic.mathdoc.fr/item/VMUMM_2012_1_a1/
