A nonlinear threshold model for the dependence of extremes of stationary sequences
Oscar Martinez; Jose Olmo
| Year of publication: |
2012
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| Authors: | Martinez, Oscar ; Olmo, Jose |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 13852619. - Vol. 16.2012, 3, p. 1-37
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| Extent: | graph. Darst. |
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| Type of publication: | Article |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | 10.1515/1558-3708.1881 [DOI] |
| Source: |
Persistent link: https://www.econbiz.de/10010048910