Joint exceedances of the ARCH process (Q4668009)

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scientific article; zbMATH DE number 2158174
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Joint exceedances of the ARCH process
scientific article; zbMATH DE number 2158174

    Statements

    Joint exceedances of the ARCH process (English)
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    18 April 2005
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    ARCH process
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    regular variation
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    statistics of extremes
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