Montenegrin Journal of Economics


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

Alexandr V. Kudrov

2013, vol. 9, no. 4, p. 53-64


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. "Extremal Quantiles Of Maximums For Stationary Sequences With Pseudo-Stationary Trend With Applications In Electricity Consumption." Montenegrin Journal of Economics. vol. 9, no. 4, 2013, p. 53-64

BibTeX entry    download