OpenAlex | The distribution of the maximum of the multivariate <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si6.gif" display="inline" overflow="scroll"><mml:mstyle mathvariant="normal"><mml:mi>AR</mml:mi></mml:mstyle><mml:mrow><mml:mo>(</mml:mo><mml:mi>p</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math> and multivariate <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si7.gif" display="inline" overflow="scroll"><mml:mstyle mathvariant="normal"><mml:mi>MA</mml:mi></mml:…

The distribution of the maximum of the multivariate AR(p) and multivariate MA

Work

Year: 2014

Type: article

Cites: 18

Cited by: 1

Related to: 10

FWCI:

Citation percentile (by year/subfield): 34.33

Open Access status: closed