Extremes of Some Sub-Sampled Time Series

DOI10.1111/1467-9892.00320MaRDI QIDQ4455666zbMATH OpenOpenAlexFDO

Authors Yu-Pin Hu, Rouh-Jane Chou

Publication date 16 March 2004

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9892.00320

zbMATH Keywords

ARMA modelGaussian stationary time seriesindex modelnumber of factorsscalar component modelspectral density

Mathematics Subject Classification ID

Gaussian processes (60G15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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