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Erratum to: ``Regularly varying multivariate time series

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Publication:544496
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DOI10.1016/J.SPA.2010.12.009zbMath1229.60065OpenAlexW2056943513MaRDI QIDQ544496

Bojan Basrak, Johan Segers

Publication date: 15 June 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2010.12.009



Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)


Related Items (1)

Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes







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