The estimation of M4 processes with geometric moving patterns (Q1039831)
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scientific article; zbMATH DE number 5637089
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The estimation of M4 processes with geometric moving patterns |
scientific article; zbMATH DE number 5637089 |
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The estimation of M4 processes with geometric moving patterns (English)
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23 November 2009
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multivariate nonlinear time series
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max-stable process
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multivariate maxima of moving maxima
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extreme value theory
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empirical distribution
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parameter estimation
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0.8499179
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0.8290347
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0.82269883
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0.8212064
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