The estimation of M4 processes with geometric moving patterns
| Year of publication: |
2008
|
|---|---|
| Authors: | Zhang, Zhengjun |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 60.2008, 1, p. 121-150
|
| Publisher: |
Springer |
| Subject: | Multivariate nonlinear time series | Max-stable process | Multivariate maxima of moving maxima | Extreme value theory | Empirical distribution | Parameter estimation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005622203