Title | The distribution of the maximum of a first-order moving average: The discrete casex |
Publication Type | Journal Article |
Year of Publication | 2016 |
Authors | Withers, C.S., and Nadarajah S. |
Journal | Communications in Statistics - Theory and Methods |
Volume | 45 |
Issue | 16 |
Pagination | 4729 - 4744 |
Date Published | 2016 |
ISSN | 03610926 (ISSN) |
Keywords | Cumulative distribution function, Discrete, Discrete observations, Distribution functions, Eigenvalues, Eigenvalues and eigenfunctions, Extreme value theory, First order, Maximum, Moving averages |
URL | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84975488958&partnerID=40&md5=2959cfc4faf1a541e9bbf3fe5f56db54 |
DOI | 10.1080/03610926.2014.927499Article |