Joint exceedances of the ARCH process (Q4668009): Difference between revisions

@@ Property / author @@
-Laurens De Haan
@@ Property / author: Laurens De Haan / rank @@
-Normal rank
@@ Property / author @@
+Laurens De Haan
@@ Property / author: Laurens De Haan / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1239/jap/1091543434
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@@ Property / OpenAlex ID @@
+W2025723890
@@ Property / OpenAlex ID: W2025723890 / rank @@
+Normal rank
@@ Property / cites work @@
+An extremal markovian sequence
@@ Property / cites work: An extremal markovian sequence / rank @@
+Normal rank
@@ Property / cites work @@
+Regular variation of GARCH processes.
@@ Property / cites work: Regular variation of GARCH processes. / rank @@
+Normal rank
@@ Property / cites work @@
+Q5525727
@@ Property / cites work: Q5525727 / rank @@
+Normal rank
@@ Property / cites work @@
+Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes
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@@ Property / cites work @@
+Asymptotic normality of extreme value estimators on \(C[0,1]\)
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@@ Property / cites work @@
+Subexponentiality and infinite divisibility
@@ Property / cites work: Subexponentiality and infinite divisibility / rank @@
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@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
+Normal rank
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+Implicit renewal theory and tails of solutions of random equations
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+Random difference equations and renewal theory for products of random matrices
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+Extremes and related properties of random sequences and processes
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@@ Property / cites work @@
+On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
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