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Extreme values of particular nonlinear processes

Author

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  • Dominique Guegan

    () (IDHE - Institutions et Dynamiques Historiques de l'Economie - ENS Cachan - École normale supérieure - Cachan - UP1 - Université Panthéon-Sorbonne - UP8 - Université Paris 8, Vincennes-Saint-Denis - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique)

  • Sophie A. Ladoucette

    () (IDHE - Institutions et Dynamiques Historiques de l'Economie - ENS Cachan - École normale supérieure - Cachan - UP1 - Université Panthéon-Sorbonne - UP8 - Université Paris 8, Vincennes-Saint-Denis - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique)

Abstract

We 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.

Suggested Citation

  • Dominique Guegan & Sophie A. Ladoucette, 2002. "Extreme values of particular nonlinear processes," Post-Print halshs-00201320, HAL.
  • Handle: RePEc:hal:journl:halshs-00201320
    Note: View the original document on HAL open archive server: https://halshs.archives-ouvertes.fr/halshs-00201320
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    1. repec:hal:journl:halshs-00187885 is not listed on IDEAS
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