Title of article
Moving-maximum models for extrema of time series
Author/Authors
Peter Hall، نويسنده , , Liang Peng، نويسنده , , Qiwei Yao، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
13
From page
51
To page
63
Keywords
Moving average , Pareto distribution , Percentile method , Prediction interval , Autoregression , Bootstrap , Con0dence interval , Extreme value distribution , Generalised Pareto distribution
Journal title
Journal of Statistical Planning and Inference
Serial Year
2002
Journal title
Journal of Statistical Planning and Inference
Record number
219358
Link To Document