//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Multivariate maxima of moving maxima"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Empirical distribution
1
Estimation theory
1
Extreme value theory
1
Finance
1
Financial market
1
Finanzmarkt
1
GMM estimator
1
Max-stable process
1
Method of moments
1
Momentenmethode
1
Multivariate Analyse
1
Multivariate Verteilung
1
Multivariate analysis
1
Multivariate distribution
1
Multivariate maxima of moving maxima
1
Multivariate nonlinear time series
1
Parameter estimation
1
Schätztheorie
1
Sparse multivariate maxima of moving maxima model
1
Time series
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
Zhang, Zhengjun
2
Zhu, Bin
1
Published in...
All
Annals of the Institute of Statistical Mathematics
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
1
RePEc
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Copula structured M4 processes with application to high-frequency financial data
Zhang, Zhengjun
;
Zhu, Bin
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 231-241
Persistent link: https://www.econbiz.de/10011705118
Saved in:
2
The estimation of M4 processes with geometric moving patterns
Zhang, Zhengjun
- In:
Annals of the Institute of Statistical Mathematics
60
(
2008
)
1
,
pp. 121-150
Persistent link: https://www.econbiz.de/10005622203
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->