Extreme values of the uniform order 1 autoregressive processes and missing observations期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

Extreme values of the uniform order 1 autoregressive processes and missing observations

Authors:	Lenka?Glava?,Pavle?Mladenovi?,Gennady?Samorodnitsky author-information" > author-information__contact u-icon-before" > mailto:gennady@orie.cornell.edu" title=" gennady@orie.cornell.edu" itemprop=" email" data-track=" click" data-track-action=" Email author" data-track-label=" " >Email author author-information__orcid u-icon-before icon--orcid u-icon-no-repeat" > http://orcid.org/---" itemprop=" url" title=" View OrcID profile" target=" _blank" rel=" noopener" data-track=" click" data-track-action=" OrcID" data-track-label=" " >View author&# s OrcID profile

Affiliation:	1.Faculty of Mathematics,University of Belgrade,Belgrade,Serbia;2.School of Operations Research and Information Engineering and Department of Statistical Science,Cornell University,Ithaca,USA

Abstract:	We investigate partial maxima of the uniform A R(1) processes with parameter r ? 2. Positively and negatively correlated processes are considered. New limit theorems for maxima in complete and incomplete samples are obtained.

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