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Publication:3461744
DOI10.3969/j.issn.1008-5513.2015.04.011zbMath1340.62088MaRDI QIDQ3461744
Publication date: 15 January 2016
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32) Sequential statistical analysis (62L10)