Extreme values of particular nonlinear processes
Guegan, Dominique ; Ladoucette, Sophie A.
HAL, halshs-00201320 / Harvested from HAL
Text on HAL
We investigate the asymptotic behavior of the maxima of a general class of deterministic chaotic processes –including the Tent map and the Logistic map -, of noisy chaotic processes, and of the Gaussian long memory k-factor Genebauer processes.
Publié le : 2002-07-05
Classification:  GIGARCH.,  GIGARCH,  Chaotic system,  Extreme value theory,  long memory processes,  [SHS.ECO]Humanities and Social Sciences/Economies and finances,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR],  [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST] 
@article{halshs-00201320,
     author = {Guegan, Dominique and Ladoucette, Sophie A.},
     title = {Extreme values of particular nonlinear processes},
     journal = {HAL},
     volume = {2002},
     number = {0},
     year = {2002},
     language = {en},
     url = {http://dml.mathdoc.fr/item/halshs-00201320}
}

Guegan, Dominique; Ladoucette, Sophie A. Extreme values of particular nonlinear processes. HAL, Tome 2002 (2002) no. 0, . http://gdmltest.u-ga.fr/item/halshs-00201320/