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Evaluation of the Distribution Function of Sample Maxima in Stationary Random Sequences with Pseudo-Stationary Trend

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  • Kudrov, Alexander

    ()
    (CEMI RAS, Moscow, Russia)

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    Abstract

    By using stochastic simulation techniques the author compares a method of evaluation of the distribution function of sample maxima in stationary random sequences with a pseudo-stationary trend to the classical approach where the trend is not taken into account. This approach has been applied both to electricity consumption in Russia and to air temperature records in the central England

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    File URL: http://pe.cemi.rssi.ru/pe_2008_3_64-86.pdf
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    Bibliographic Info

    Article provided by Publishing House "SINERGIA PRESS" in its journal Applied Econometrics.

    Volume (Year): 11 (2008)
    Issue (Month): 3 ()
    Pages: 64-86

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    Handle: RePEc:ris:apltrx:0120

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    Web page: http://appliedeconometrics.cemi.rssi.ru/

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    Keywords: stochastic simulation; electricity consumption;

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