Nonlinear prediction in max-autoregressive processes

被引：0

作者：

A. V. Lebedev

机构：

[1] Moscow State University,

来源：

Mathematical Notes | 2009年 / 85卷

关键词：

nonlinear prediction; max-autoregressive process; ARMA process; MARMA process; max-linear; max-stable; random process; Fréchet distribution; sign and rank statistic;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

页码：602 / 606

页数：4

共 50 条

[1] Nonlinear Prediction in Max-Autoregressive Processes
Lebedev, A. V.
[J]. MATHEMATICAL NOTES, 2009, 85 (3-4) : 602 - 606
[2] On tail dependence: A characterization for first-order max-autoregressive processes
Ferreira, M.
[J]. MATHEMATICAL NOTES, 2011, 90 (5-6) : 882 - 893
[3] On tail dependence: A characterization for first-order max-autoregressive processes
M. Ferreira
[J]. Mathematical Notes, 2011, 90 : 882 - 893
[4] Uncertain max-autoregressive model with imprecise observations
Tang, Han
Dalin
[J]. JOURNAL OF INTELLIGENT & FUZZY SYSTEMS, 2021, 41 (06) : 6915 - 6922
[5] Uncertain max-autoregressive model with imprecise observations
Tang, Han
Dalin
[J]. Journal of Intelligent and Fuzzy Systems, 2021, 41 (06): : 6915 - 6922
[6] A max-autoregressive model with max-semi-stable marginals
Satheesh, S.
Sandhya, E.
[J]. INTERNATIONAL JOURNAL OF AGRICULTURAL AND STATISTICAL SCIENCES, 2007, 3 (01): : 79 - 83
[7] PREDICTION OF AUTOREGRESSIVE LOGNORMAL PROCESSES
STOICA, P
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1980, 25 (02) : 292 - 294
[8] Multistep prediction in autoregressive processes
Ing, CK
[J]. ECONOMETRIC THEORY, 2003, 19 (02) : 254 - 279
[9] Estimation and prediction of functional autoregressive processes
Mourid, T
[J]. STATISTICS, 2002, 36 (02) : 125 - 138
[10] On least squares estimation for nonlinear autoregressive processes
Mangeas, M
Yao, JF
[J]. COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1997, 324 (04): : 471 - 474

← 1 2 3 4 5 →