The convex hull of consecutive pairs of observations from some time series models
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Publication:2443887
DOI10.1007/s10687-013-0169-2zbMath1294.60075OpenAlexW2087914569MaRDI QIDQ2443887
Irene Hueter, Richard A. Davis
Publication date: 8 April 2014
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-013-0169-2
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Geometric probability and stochastic geometry (60D05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Random convex sets and integral geometry (aspects of convex geometry) (52A22)
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