Pages that link to "Item:Q2375847"
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The following pages link to Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process (Q2375847):
Displaying 5 items.
- A stochastic volatility model with flexible extremal dependence structure (Q282541) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise (Q2059684) (← links)
- The tail empirical process for long memory stochastic volatility models with leverage (Q2326064) (← links)
- Heavy tailed time series with extremal independence (Q2352978) (← links)
