کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
844500 | 908596 | 2012 | 12 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
On the extremes of a class of non-linear processes with heavy tailed innovations
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موضوعات مرتبط
مهندسی و علوم پایه
سایر رشته های مهندسی
مهندسی (عمومی)
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: On the extremes of a class of non-linear processes with heavy tailed innovations On the extremes of a class of non-linear processes with heavy tailed innovations](/preview/png/844500.png)
چکیده انگلیسی
The aim of this paper is to look at the limiting form of certain empirical point processes induced by a particular class of non-linear processes generated by heavy tailed innovations. Such asymptotic results will be highly useful in obtaining the weak limiting behavior of various functionals of the underlying process including the asymptotic distribution of upper and lower order statistics. In particular, we investigate the maximum limiting distribution and its corresponding extremal index. The results are applied to the study of the extremal properties of bilinear processes.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Nonlinear Analysis: Theory, Methods & Applications - Volume 67, Issue 7, 1 October 2007, Pages 2012–2023
Journal: Nonlinear Analysis: Theory, Methods & Applications - Volume 67, Issue 7, 1 October 2007, Pages 2012–2023
نویسندگان
M. Scotto,