Pages that link to "Item:Q907366"
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The following pages link to The extremal index for GARCH(1,1) processes (Q907366):
Displaying 4 items.
- Estimating the extremal index through local dependence (Q1650108) (← links)
- Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes (Q2103984) (← links)
- Joint extremal behavior of hidden and observable time series with applications to GARCH processes (Q2340041) (← links)
- Extremes of Homogeneous Gaussian Random Fields (Q5252236) (← links)
