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On the Maximum of a Bivariate INMA Model with Integer Innovations
We study the limiting behaviour of the maximum of a bivariate (finite or infinite) moving average model, based on discrete random variables. We assume that the bivariate distribution of the iid innovations belong to the Anderson’s class (Anderson, 1970). The innovations have an impact on the random...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8852969/ https://www.ncbi.nlm.nih.gov/pubmed/35194392 http://dx.doi.org/10.1007/s11009-021-09920-3 |