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A STOCHASTIC PROCESS THAT IS AUTOREGRESSIVE IN TWO DIRECTIONS OF TIME.

 

作者: L. Haan,  

 

期刊: Statistica Neerlandica  （WILEY Available online 1986）
卷期: Volume 40, issue 1  

页码: 39-45

 

ISSN:0039-0402

 

年代: 1986

 

DOI:10.1111/j.1467-9574.1986.tb01163.x

 

出版商: Blackwell Publishing Ltd

 

关键词: Autoregressive process;extremal process

 

数据来源: WILEY

 

摘要:

AbstractA continuous time stationary process is discussed that is maxautoregressive in one direction of time and sum–autoregressive in the other direction. A discrete time version of the process was discussed in Chemick (1981). A related continuous time process is discussed in Weiss (1980

 

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