Publication:2923419
From MaRDI portal
zbMath1297.60036MaRDI QIDQ2923419
Andreia Hall, Manuel G. Scotto
Publication date: 15 October 2014
Full work available at URL: http://www.ine.pt/revstat/pdf/rs080203.pdf
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G10: Stationary stochastic processes
60G70: Extreme value theory; extremal stochastic processes
Related Items
On the max-semistable limit of maxima of stationary sequences with missing values, On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring