Extreme values of particular nonlinear processes
Year of publication: |
2002
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Authors: | Guegan, Dominique ; Ladoucette, Sophie A. |
Institutions: | HAL |
Subject: | Chaotic system | Extreme value theory | long memory processes | GIGARCH |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00201320/en/ Published, C.R.A.S., 2002, 335, 73 - 78 |
Source: |
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