scientific article; zbMATH DE number 1409954

MaRDI QIDQ4940382zbMATH OpenFDO

Authors K. Klüppelberg

Publication date 2 March 2000

zbMATH Keywords

ARSS modelslaw of large numberstime series

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(1)

• A complete convergence theorem for stationary regularly varying multivariate time series

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