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Publication:2734959
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zbMath0981.60036MaRDI QIDQ2734959

Barry C. Arnold

Publication date: 30 August 2001


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Pareto distributionsautoregressive Pareto processesmin-geometric-stability


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)


Related Items (4)

Renewal theory for extremal Markov sequences of Kendall type ⋮ Tail dependence and smoothness of time series ⋮ Asymptotic properties of extremal Markov processes driven by Kendall convolution ⋮ Unnamed Item







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