Pages that link to "Item:Q2320922"
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The following pages link to Extreme value autoregressive model and its applications (Q2320922):
Displaying 6 items.
- Generalized extreme value distribution with time-dependence using the AR and MA models in state space form (Q1927108) (← links)
- AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation (Q2145806) (← links)
- Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles (Q2212816) (← links)
- (Q5248113) (← links)
- Tempered stable autoregressive models (Q6060915) (← links)
- On a Class of Time Series Model with Double Lindley Distribution as Marginals (Q6158330) (← links)