Publication:2893932
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zbMath1263.62109MaRDI QIDQ2893932
Publication date: 26 June 2012
Full work available at URL: https://eudml.org/doc/246793
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G70: Extreme value theory; extremal stochastic processes
60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
Related Items
Tail Dependence Under Sample Failures, Renewal theory for extremal Markov sequences of Kendall type, Tail dependence and smoothness of time series
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