The estimation of M4 processes with geometric moving patterns

Annals of the Institute of Statistical Mathematics

Volumn 60, Issue 1, 2008, Pages 121-150

  Zhang, Zhengjun ^a  

^a University of Wisconsin Madison   (United States)

Author keywords

Empirical distribution; Extreme value theory; Max stable process; Multivariate maxima of moving maxima; Multivariate nonlinear time series; Parameter estimation

Indexed keywords

COMPUTATIONAL GEOMETRY; CONVERGENCE OF NUMERICAL METHODS; MATHEMATICAL MODELS; PARAMETER ESTIMATION;

EXTREME VALUE THEORY; MAX STABLE PROCESS; MULTIVARIATE MAXIMA OF MOVING MAXIMA; REAL DATA MODELING;

MOTION CONTROL;

EID: 39349095414     PISSN: 00203157     EISSN: 15729052     Source Type: Journal    
DOI: 10.1007/s10463-006-0078-0     Document Type: Article

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