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Extreme values of particular nonlinear processes

Author

Listed:
  • Dominique Guegan

    (IDHE - Institutions et Dynamiques Historiques de l'Economie - ENS Cachan - École normale supérieure - Cachan - UP1 - Université Paris 1 Panthéon-Sorbonne - UP8 - Université Paris 8 Vincennes-Saint-Denis - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique)

  • Sophie A. Ladoucette

    (IDHE - Institutions et Dynamiques Historiques de l'Economie - ENS Cachan - École normale supérieure - Cachan - UP1 - Université Paris 1 Panthéon-Sorbonne - UP8 - Université Paris 8 Vincennes-Saint-Denis - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique)

Abstract

We investigate the asymptotic behavior of the maxima of a general class of deterministic chaotic processes –including the Tent map and the Logistic map -, of noisy chaotic processes, and of the Gaussian long memory k-factor Genebauer processes.

Suggested Citation

  • Dominique Guegan & Sophie A. Ladoucette, 2002. "Extreme values of particular nonlinear processes," Post-Print halshs-00201320, HAL.
    • Handle: RePEc:hal:journl:halshs-00201320
    Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-00201320
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    Citations

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    Cited by:

    1. Dominique Guegan, 2009. "Chaos in economics and finance," Post-Print halshs-00187885, HAL.
    2. Dominique Guegan, 2009. "Chaos in Economics and Finance," Post-Print halshs-00375713, HAL.
    3. Dominique Guegan, 2009. "Chaos in Economics and Finance," PSE-Ecole d'économie de Paris (Postprint) halshs-00375713, HAL.

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