Extreme values of particular nonlinear processes
AbstractWe investigate the asymptotic behavior of the maxima of a general class of deterministic chaotic processes –including the Tent map and the Logistic map -, of noisy chaotic processes, and of the Gaussian long memory k-factor Genebauer processes.
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Bibliographic InfoPaper provided by HAL in its series Post-Print with number halshs-00201320.
Date of creation: 2002
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Publication status: Published, C.R.A.S., 2002, 335, 73 - 78
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Chaotic system – Extreme value theory – long memory processes – GIGARCH.;
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- Dominique Guegan, 2007. "Chaos in economics and finance," Post-Print halshs-00187885, HAL.
- Dominique Guegan, 2009. "Chaos in Economics and Finance," Post-Print halshs-00375713, HAL.
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