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Publication:3057785
zbMath1200.62101MaRDI QIDQ3057785
Ngai Hang Chan, Rong Mao Zhang
Publication date: 17 November 2010
Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/j20n4/J20N43/J20N43.html
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Sums of independent random variables; random walks (60G50)
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