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zbMath0691.62082MaRDI QIDQ3033162

George Mathew, William P. McCormick

Publication date: 1989

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

zbMATH Keywords

limit distributions autocorrelation coefficient extreme value statistic extreme value estimator asymptotic essentially nonparametric confidence interval

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Nonparametric tolerance and confidence regions (62G15)

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