Estimating the upcrossings index
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Publication:384754
DOI10.1007/S11749-013-0315-9zbMath1277.62201arXiv1204.1905OpenAlexW1991484868MaRDI QIDQ384754
J. R. Sebastião, Helena Ferreira, Ana Paula Martins, Luísa Pereira
Publication date: 28 November 2013
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.1905
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Extreme value theory; extremal stochastic processes (60G70)
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