Extreme value theory for moving average processes with light-tailed innovations (Q2565927)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme value theory for moving average processes with light-tailed innovations |
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Extreme value theory for moving average processes with light-tailed innovations (English)
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28 September 2005
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ANET
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asymptotically normal with exponential tails
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financial time series
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domain of attraction
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egeneralized linear model
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light-tailed innovations
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