Tail approximation in models that involve long range dependence: the distribution of overflows (Q2864548)
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scientific article; zbMATH DE number 6232425
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail approximation in models that involve long range dependence: the distribution of overflows |
scientific article; zbMATH DE number 6232425 |
Statements
Tail approximation in models that involve long range dependence: the distribution of overflows (English)
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25 November 2013
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CUSUM
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likelihood-ratio identity
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long-range dependence
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maxima of a random field
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overshoot correction
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0.87560433
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0.87009245
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0.8698367
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0.8658671
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0.86486703
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0.86469954
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0.86444235
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