Extreme quantile estimation for dependent data, with applications to finance (Q135341)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme quantile estimation for dependent data, with applications to finance |
scientific article |
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1 August 2003
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10 June 2004
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Extreme quantile estimation for dependent data, with applications to finance (English)
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ARMA model
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confidence interval
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extreme quantiles
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GARCH model
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tail empirical quantile function
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time series
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beta mixing
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stochastic difference equation
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