scientific article; zbMATH DE number 1944323
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Publication:4407617
zbMath1026.62113MaRDI QIDQ4407617
Thomas Mikosch, Cătălin Stărică
Publication date: 15 December 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Discrete-time Markov processes on general state spaces (60J05)
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