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Matematicheskie Zametki, 2009, Volume 85, Issue 4, Pages 636–640
DOI: https://doi.org/10.4213/mzm5258 (Mi mzm5258) 		 
This article is cited in 2 scientific papers (total in 2 papers)

Brief Communications

Nonlinear Prediction in Max-Autoregressive Processes

A. V. Lebedev

M. V. Lomonosov Moscow State University
Full-text PDF (355 kB) Citations (2)
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DOI: https://doi.org/10.4213/mzm5258
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
English version:
Mathematical Notes, 2009, Volume 85, Issue 4, Pages 602–606
DOI: https://doi.org/10.1134/S0001434609030328
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. V. Lebedev, “Nonlinear Prediction in Max-Autoregressive Processes”, Mat. Zametki, 85:4 (2009), 636–640; Math. Notes, 85:4 (2009), 602–606
Citation in format AMSBIB
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    • This publication is cited in the following 2 articles:
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