On the Maximum of a Bivariate INMA Model with Integer Innovations

We study the limiting behaviour of the maximum of a bivariate (finite or infinite) moving average model, based on discrete random variables. We assume that the bivariate distribution of the iid innovations belong to the Anderson's class (Anderson, 1970). The innovations have an impact on the ra...

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Bibliographic Details
Main Author: Hüsler, J. (author)
Other Authors: Temido, M. G. (author), Valente-Freitas, A. (author)
Format: article
Language:eng
Published: 2022
Subjects:
Bivariate maximum
INMA model
Integer random variables
limit distribution
Online Access:http://hdl.handle.net/10773/35501
Country:Portugal
Oai:oai:ria.ua.pt:10773/35501

Internet

http://hdl.handle.net/10773/35501

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