Extremes of autoregressive threshold processes (Q5320659)
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scientific article; zbMATH DE number 5581997
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremes of autoregressive threshold processes |
scientific article; zbMATH DE number 5581997 |
Statements
Extremes of autoregressive threshold processes (English)
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22 July 2009
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ergodicity
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exponential tail
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extreme value theory
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O-regular variation
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point process
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regular variation
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SETAR process
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subexponential distribution
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tail behavior
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TAR process
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