Optimal alarm systems for FIAPARCH processes

MaRDI QIDQ2925445zbMATH OpenFDO

Authors Conceição Costa, Isabel Pereira, Manuel G. Scotto

Publication date 22 October 2014

Published in REVSTAT (Search for Journal in Brave)

Full work available at URL http://www.ine.pt/revstat/pdf/rs100103.pdf

zbMATH Keywords

econometricsFIAPARCH processesoptimal alarm systems

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Statistical methods; risk measures (91G70)

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(4)

• Prediction of catastrophes in space over time
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