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The estimation of M4 processes with geometric moving patterns

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  • Zhengjun Zhang

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  • Zhengjun Zhang, 2008. "The estimation of M4 processes with geometric moving patterns," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(1), pages 121-150, March.
    • Handle: RePEc:spr:aistmt:v:60:y:2008:i:1:p:121-150
    DOI: 10.1007/s10463-006-0078-0
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    References listed on IDEAS

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    1. Hall, Peter & Peng, Liang & Yao, Qiwei, 2002. "Moving-maximum models for extrema of time series," LSE Research Online Documents on Economics 6084, London School of Economics and Political Science, LSE Library.
    2. Stuart G. Coles & Jonathan A. Tawn, 1994. "Statistical Methods for Multivariate Extremes: An Application to Structural Design," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 43(1), pages 1-31, March.
    3. Deheuvels, Paul, 1983. "Point processes and multivariate extreme values," Journal of Multivariate Analysis, Elsevier, vol. 13(2), pages 257-272, June.
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    Cited by:

    1. Marta Ferreira & Helena Ferreira, 2013. "Extremes of multivariate ARMAX processes," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(4), pages 606-627, November.

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