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Extremal Quantiles Of Maximums For Stationary Sequences With Pseudo-Stationary Trend With Applications In Electricity Consumption

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  • Alexandr V. Kudrov

Abstract

We propose a method for estimation of the distribution function of the maximums for time series with pseudo-stationarytrend on the basis of the earlier proved by the author theorems. The results are applied for estimation of the distribution function for the extremal values of electrical energy consumption.

Suggested Citation

  • Alexandr V. Kudrov, 2013. "Extremal Quantiles Of Maximums For Stationary Sequences With Pseudo-Stationary Trend With Applications In Electricity Consumption," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 9(4), pages 53-64.
    • Handle: RePEc:mje:mjejnl:v:9:y:2013:i:4:p:53-64
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    References listed on IDEAS

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    1. Mladenovic, Pavle & Piterbarg, Vladimir, 2006. "On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences," Stochastic Processes and their Applications, Elsevier, vol. 116(12), pages 1977-1991, December.
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