Extremes of Some Sub-Sampled Time Series

DOI10.1111/1467-9892.00320zbMath1036.62075OpenAlexW3121615081MaRDI QIDQ4455666

Yu-Pin Hu, Rouh-Jane Chou

Publication date: 16 March 2004

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00320

zbMATH Keywords

spectral densityARMA modelindex modelnumber of factorsscalar component modelGaussian stationary time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Inference from stochastic processes and spectral analysis (62M15)

This page was built for publication: Extremes of Some Sub-Sampled Time Series