2 papers
math.PR2026
Max-semistable extremal behavior of AR(1)-processes connected with Bernoulli convolutions
Peter Kern, Alef Sterk
We consider simple autoregressive processes of type AR(1), whose stationary distribution is supported on a subset of the unit interval and is an affine transformation of a Bernoull…
math.PR2024
Max-semistable extreme value laws for autoregressive processes with Cantor-like marginals
Alef E. Sterk
This paper considers a family of autoregressive processes with marginal distributions resembling the Cantor function. It is shown that the marginal distribution is in the domain of…