Matches in SemOpenAlex for { <https://semopenalex.org/work/W74156786> ?p ?o ?g. }
Showing items 1 to 78 of
78
with 100 items per page.
- W74156786 abstract "The asymptotic behavior of the maximum of a particular autoregressive process is discussed. The process was introduced by Gaver and Lewis in 1975 as a generalization of the Poisson process which allows for some dependence in the successive interarrival times. The exact distribution of the maximum of the first two terms and the first three terms in the sequence (denoted by M/sub 1/ and M/sub 2/, respectively) is calculated, and upper and lower bounds are obtained for M/sub n/, the maximum of the first n + 1 terms in the sequence. Loynes in 1965 gave conditions under which a stationary stochastic process has a maximum which behaves in the limit just as for independent identically distributed variables with the marginal distribution of the stationary process. Such conditions are often very difficult to verify in practice. However, for this particular example the joint distribution of the process at time n and n + j + 1 is determined, and the conditions to obtain the limit theorem are verified by use of the Markov property." @default.
- W74156786 created "2016-06-24" @default.
- W74156786 creator A5076521291 @default.
- W74156786 date "1977-09-16" @default.
- W74156786 modified "2023-09-24" @default.
- W74156786 title "Limit theorem for the maximum of an exponential autoregressive process. Technical report No. 14" @default.
- W74156786 doi "https://doi.org/10.2172/6623945" @default.
- W74156786 hasPublicationYear "1977" @default.
- W74156786 type Work @default.
- W74156786 sameAs 74156786 @default.
- W74156786 citedByCount "5" @default.
- W74156786 countsByYear W741567862021 @default.
- W74156786 crossrefType "report" @default.
- W74156786 hasAuthorship W74156786A5076521291 @default.
- W74156786 hasBestOaLocation W741567861 @default.
- W74156786 hasConcept C100906024 @default.
- W74156786 hasConcept C105795698 @default.
- W74156786 hasConcept C110121322 @default.
- W74156786 hasConcept C114614502 @default.
- W74156786 hasConcept C122123141 @default.
- W74156786 hasConcept C133338972 @default.
- W74156786 hasConcept C134306372 @default.
- W74156786 hasConcept C141513077 @default.
- W74156786 hasConcept C151201525 @default.
- W74156786 hasConcept C159877910 @default.
- W74156786 hasConcept C166144826 @default.
- W74156786 hasConcept C166785042 @default.
- W74156786 hasConcept C177148314 @default.
- W74156786 hasConcept C18436578 @default.
- W74156786 hasConcept C2778112365 @default.
- W74156786 hasConcept C2781104640 @default.
- W74156786 hasConcept C28826006 @default.
- W74156786 hasConcept C33923547 @default.
- W74156786 hasConcept C54355233 @default.
- W74156786 hasConcept C55350006 @default.
- W74156786 hasConcept C8272713 @default.
- W74156786 hasConcept C86803240 @default.
- W74156786 hasConceptScore W74156786C100906024 @default.
- W74156786 hasConceptScore W74156786C105795698 @default.
- W74156786 hasConceptScore W74156786C110121322 @default.
- W74156786 hasConceptScore W74156786C114614502 @default.
- W74156786 hasConceptScore W74156786C122123141 @default.
- W74156786 hasConceptScore W74156786C133338972 @default.
- W74156786 hasConceptScore W74156786C134306372 @default.
- W74156786 hasConceptScore W74156786C141513077 @default.
- W74156786 hasConceptScore W74156786C151201525 @default.
- W74156786 hasConceptScore W74156786C159877910 @default.
- W74156786 hasConceptScore W74156786C166144826 @default.
- W74156786 hasConceptScore W74156786C166785042 @default.
- W74156786 hasConceptScore W74156786C177148314 @default.
- W74156786 hasConceptScore W74156786C18436578 @default.
- W74156786 hasConceptScore W74156786C2778112365 @default.
- W74156786 hasConceptScore W74156786C2781104640 @default.
- W74156786 hasConceptScore W74156786C28826006 @default.
- W74156786 hasConceptScore W74156786C33923547 @default.
- W74156786 hasConceptScore W74156786C54355233 @default.
- W74156786 hasConceptScore W74156786C55350006 @default.
- W74156786 hasConceptScore W74156786C8272713 @default.
- W74156786 hasConceptScore W74156786C86803240 @default.
- W74156786 hasLocation W741567861 @default.
- W74156786 hasLocation W741567862 @default.
- W74156786 hasLocation W741567863 @default.
- W74156786 hasOpenAccess W74156786 @default.
- W74156786 hasPrimaryLocation W741567861 @default.
- W74156786 hasRelatedWork W1963783584 @default.
- W74156786 hasRelatedWork W1989770277 @default.
- W74156786 hasRelatedWork W2001590474 @default.
- W74156786 hasRelatedWork W2044206064 @default.
- W74156786 hasRelatedWork W283926992 @default.
- W74156786 hasRelatedWork W4281719970 @default.
- W74156786 hasRelatedWork W4281763476 @default.
- W74156786 hasRelatedWork W4312127094 @default.
- W74156786 hasRelatedWork W74156786 @default.
- W74156786 hasRelatedWork W2169508220 @default.
- W74156786 isParatext "false" @default.
- W74156786 isRetracted "false" @default.
- W74156786 magId "74156786" @default.
- W74156786 workType "report" @default.