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

@@ Property / DOI @@
-.1016/j.matcom.2007.01.039
@@ Property / DOI: 10.1016/j.matcom.2007.01.039 / rank @@
-Normal rank
@@ Property / describes a project that uses @@
+ismev
@@ Property / describes a project that uses: ismev / 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/10.1016/j.matcom.2007.01.039
+Normal rank
@@ Property / OpenAlex ID @@
+W2032180873
@@ Property / OpenAlex ID: W2032180873 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistics of Extremes
@@ Property / cites work: Statistics of Extremes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4833241
@@ Property / cites work: Q4833241 / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to statistical modeling of extreme values
+Normal rank
@@ Property / cites work @@
+Strong approximations of the quantile process
@@ Property / cites work: Strong approximations of the quantile process / rank @@
+Normal rank
@@ Property / cites work @@
+Q5485944
@@ Property / cites work: Q5485944 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4827954
@@ Property / cites work: Q4827954 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4955637
@@ Property / cites work: Q4955637 / rank @@
+Normal rank
@@ Property / cites work @@
+AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY
+Normal rank
@@ Property / cites work @@
+Q2753178
@@ Property / cites work: Q2753178 / rank @@
+Normal rank
@@ Property / cites work @@
+Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
+Normal rank
@@ Property / DOI @@
+.1016/J.MATCOM.2007.01.039
@@ Property / DOI: 10.1016/J.MATCOM.2007.01.039 / rank @@
+Normal rank