Joint exceedances of the ARCH process (Q4668009)

From MaRDI portal
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

    title
    Joint exceedances of the ARCH process (English)
    0 references
    author
    M. Ivette Gomes
    0 references
    Dinis Pestana
    0 references
    Laurens De Haan
    0 references
    publication date
    18 April 2005
    0 references
    zbMATH Keywords
    ARCH process
    0 references
    regular variation
    0 references
    statistics of extremes
    0 references

    Identifiers

    Mathematics Subject Classification ID
    60G70
    0 references
    60G10
    0 references
    60G17
    0 references
    zbMATH DE Number
    2158174
    0 references
    OpenAlex ID
    W2025723890
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4668009&oldid=34392366"
    Powered by MediaWiki