Open AccessLimit theorem for the maximum of an exponential autoregressive process. Technical report No. 14
Author(s) -
Michael R. Chernick
Publication year - 1977
Language(s) - English
Resource type - Reports
DOI - 10.2172/6623945
Subject(s) - mathematics , autoregressive model , independent and identically distributed random variables , limit (mathematics) , sequence (biology) , compound poisson process , generalization , distribution (mathematics) , stationary sequence , exponential distribution , stationary process , poisson distribution , combinatorics , stochastic process , random variable , mathematical analysis , statistics , poisson process , biology , genetics