Extreme value theory for a class of nonstationary time series with applications
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Publication:1364401
DOI10.1214/aoap/1034625342zbMath0884.60045OpenAlexW2061498281MaRDI QIDQ1364401
Publication date: 23 March 1998
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1034625342
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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