Extremes of integer-valued moving average models with regularly varying tails
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Publication:1887252
DOI10.1023/A:1015297421238zbMath1053.62064OpenAlexW69530758MaRDI QIDQ1887252
Publication date: 24 November 2004
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1015297421238
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
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