Subsampling weakly dependent time series and application to extremes
| Year of publication: |
2011
|
|---|---|
| Authors: | Doukhan, Paul ; Prohl, Silika ; Robert, Christian |
| Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 20.2011, 3, p. 447-479
|
| Publisher: |
Springer |
| Subject: | Subsampling | Weakly dependent time series | Max-stable distributions |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009400199