Pages that link to "Item:Q2340041"
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The following pages link to Joint extremal behavior of hidden and observable time series with applications to GARCH processes (Q2340041):
Displayed 4 items.
- Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes (Q2103984) (← links)
- Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds (Q2198603) (← links)
- Cluster based inference for extremes of time series (Q2239252) (← links)
- Joint extremal behavior of hidden and observable time series with applications to GARCH processes (Q2340041) (← links)