Joint extremal behavior of hidden and observable time series with applications to GARCH processes

DOI:	https://doi.org/10.1007/s10687-014-0206-9
URL:	http://link.springer.com/article/10.1007%2Fs10687-...
Additional URL:	https://arxiv.org/abs/1107.0493
Document Type:	Article
Year of publication:	2015
The title of a journal, publication series:	Extremes : Statistical Theory and Applications in Science, Engineering and Economics
Volume:	18
Issue number:	1
Page range:	109-140
Place of publication:	Dordrecht [u.a.]
Publishing house:	Springer Science + Business Media
ISSN:	1386-1999 , 1572-915X
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Applied Stochastics (Schlather 2012-)
Subject:	510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Ehlert, Andree ; Fiebig, Ulf-Rainer ; Janßen, Anja ; Schlather, Martin

Google Scholar: Ehlert, Andree ; Fiebig, Ulf-Rainer ; Janßen, Anja ; Schlather, Martin

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