Extreme value distribution of a recursive-type detector in linear model
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Publication:2271708
DOI10.1007/s10687-007-0047-xzbMath1198.62075MaRDI QIDQ2271708
Publication date: 8 August 2009
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-007-0047-x
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
62G32: Statistics of extreme values; tail inference
62L10: Sequential statistical analysis
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