Extremes of Continuous–Time Processes. (Q3646975)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremes of Continuous–Time Processes. |
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Extremes of Continuous–Time Processes. (English)
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27 November 2009
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extremal behavior
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heavy-tailed models
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heavy-tailed Ornstein-Uhlenbeck
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continuous-time GARCH processes
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