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Publication:2893932
zbMath1263.62109MaRDI QIDQ2893932
Publication date: 26 June 2012
Full work available at URL: https://eudml.org/doc/246793
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Extreme value theory; extremal stochastic processes (60G70) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
Related Items (5)
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 ⋮ Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation ⋮ Tail Dependence Under Sample Failures
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