The Poisson limit theorem for high extrema of a time series with seasonal component and monotone trend |
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Authors: | I V Rodionov |
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Institution: | 1.Faculty of Mechanics and Mathematics,Moscow State University,Leninskie Gory, Moscow,Russia |
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Abstract: | Poisson’s limit theorem is considered in the paper for high extrema of a stationary time series with a monotone trend and
an almost periodic component. It is assumed that the distribution function of the time series is maximum stable and the time
series satisfies the weak dependence condition. The limit behavior of the random process of high extrema for this model is
considered for the first time. |
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Keywords: | |
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