Extreme values of linear processes with heavy-tailed innovations and missing observations
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Publication:2027088
DOI10.1007/s10687-020-00390-3zbMath1468.60063OpenAlexW3081493710MaRDI QIDQ2027088
Lenka Glavaš, Pavle Mladenović
Publication date: 21 May 2021
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-020-00390-3
extreme valuesmissing observationspoint processeslinear processespartial maximaheavy-tailed innovations
Cites Work
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