Extremes of multivariate ARMAX processes
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11749-013-0326-6.pdf
Reference29 articles.
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4. Daley D, Haslett J (1982) A thermal energy storage with controlled input. Adv Appl Probab 14(2):257–271
5. Davis R, Resnick S (1989) Basic properties and prediction of max-ARMA processes. Adv Appl Probab 21:781–803
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