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An extreme-Markovian-evolutionary (EME) sequence

Una sucesión extrema evolutiva Markoviana

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Trabajos de Estadistica Y de Investigacion Operativa

Abstract

The most general sequence, with Gumbel margins, generated by maxima procedures in an auto-regressive way (one step) is defined constructively and its properties obtained; some remarks for statistical estimation are presented.

Resumen

En este artículo se define constructivamente la sucesión mas general, con marginales Gumbell, generada por procedimientos de máximo en forma autoregresiva. Se obtienen sus propiedades y se analiza su estimación estadística.

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References

  • CRAMER, H. (1946).Mathematical Methods of Statistics. Princeton Univ. Press.

  • GUMBELL, E.J. (1958).Statistics of Extremes. Columbia Univ. Press.

  • SILVEY, S.D. (1975).Statistical Inference. Chapman and Hall.

  • TIAGO DE OLIVEIRA, J. (1962/63). Structure Theory of bivariate extremes; extensions.Estud. Mat., Estat. e Econom. (Lisboa), VII.

  • TIAGO DE OLIVEIRA, J. (1968). Extremal Processes; definition and properties.Publ. Inst. Stat. Univ. Paris, XVII.

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  • TIAGO DE OLIVEIRA, J. (1973). An extreme-markovian-stationary process,Proc. 4th Conf. Prob. Th. (Brasov).

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Authors and Affiliations

  1. Faculdade de Ciências, Universidade de Lisboa Departamento de Estatistica, I.O. e Computação, 58, Rua Escola Politécnica, 1294, Lisboa Codex, Portugal

    J. Tiago de Oliveira

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  1. J. Tiago de Oliveira
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Tiago de Oliveira, J. An extreme-Markovian-evolutionary (EME) sequence. Trabajos de Estadistica Y de Investigacion Operativa 36, 291–300 (1985). https://doi.org/10.1007/BF02888564

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  • DOI: https://doi.org/10.1007/BF02888564

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