Abstract
We investigate partial maxima of the uniform A R(1) processes with parameter r ⩾ 2. Positively and negatively correlated processes are considered. New limit theorems for maxima in complete and incomplete samples are obtained.
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Glavaš, L., Mladenović, P. & Samorodnitsky, G. Extreme values of the uniform order 1 autoregressive processes and missing observations. Extremes 20, 671–690 (2017). https://doi.org/10.1007/s10687-016-0282-0
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DOI: https://doi.org/10.1007/s10687-016-0282-0