This article is cited in 2 papers

Brief Communications

Nonlinear Prediction in Max-Autoregressive Processes

A. V. Lebedev

M. V. Lomonosov Moscow State University

Keywords: nonlinear prediction, max-autoregressive process, ARMA process, MARMA process, max-linear, max-stable, random process, Fréchet distribution, sign and rank statistic.

Received: 20.06.2008

DOI: 10.4213/mzm5258

 English version: Mathematical Notes, 2009, 85:4, 602–606

Bibliographic databases:

• 
• 
• 
•