Modelling time series when mean and variability both change (Q2479440): Difference between revisions

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-.1016/j.matcom.2007.01.039
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+Statistics of Extremes
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+An introduction to statistical modeling of extreme values
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+Strong approximations of the quantile process
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+AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY
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+Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
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@@ Property / DOI: 10.1016/J.MATCOM.2007.01.039 / rank @@
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