Pages that link to "Item:Q5279733"
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The following pages link to Semi parametric estimation of extremal index for ARMAX process with infinite variance (Q5279733):
Displaying 5 items.
- An efficient semiparametric maxima estimator of the extremal index (Q111088) (← links)
- Extremes of multivariate ARMAX processes (Q384759) (← links)
- Estimation of the index parameter for autoregressive data using the estimated innovations (Q1304109) (← links)
- Estimation of the parameter of a pARMAX model (Q2923377) (← links)
- (Q2990082) (← links)