Joint exceedances of the ARCH process (Q4668009)
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scientific article; zbMATH DE number 2158174
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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