The estimation of M4 processes with geometric moving patterns (Q1039831)

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The estimation of M4 processes with geometric moving patterns
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    The estimation of M4 processes with geometric moving patterns (English)
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    23 November 2009
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    multivariate nonlinear time series
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    max-stable process
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    multivariate maxima of moving maxima
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    extreme value theory
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    empirical distribution
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    parameter estimation
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