A Limit Theorem for the Maximum of Autoregressive Processes with Uniform Marginal Distributions
Chernick, Michael R.
Ann. Probab., Tome 9 (1981) no. 6, p. 145-149 / Harvested from Project Euclid
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A class of first-order autoregressive processes is given for which the extreme value limit theorems of Loynes and Leadbetter do not apply. A limit theorem is derived for these processes that depends on the parameter $r$, an integer greater than or equal to 2.
Publié le : 1981-02-14
Classification:  Autoregressive processes,  limit theorem,  maxima,  stationary sequences,  60F05,  60G10,  62M05 
@article{1176994514,
     author = {Chernick, Michael R.},
     title = {A Limit Theorem for the Maximum of Autoregressive Processes with Uniform Marginal Distributions},
     journal = {Ann. Probab.},
     volume = {9},
     number = {6},
     year = {1981},
     pages = { 145-149},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994514}
}

Chernick, Michael R. A Limit Theorem for the Maximum of Autoregressive Processes with Uniform Marginal Distributions. Ann. Probab., Tome 9 (1981) no. 6, pp.  145-149. http://gdmltest.u-ga.fr/item/1176994514/