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The Poisson limit theorem for high extrema of a time series with seasonal component and monotone trend
Authors:I V Rodionov
Institution:1.Faculty of Mechanics and Mathematics,Moscow State University,Leninskie Gory, Moscow,Russia
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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