Tail measure and spectral tail process of regularly varying time series

Details

Ressource 1Download: tailmeasure-revised.pdf (535.94 [Ko])
State: Public
Version: author
Serval ID
serval:BIB_300C29A9B84D
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Tail measure and spectral tail process of regularly varying time series
Journal
The Annals of Applied Probability
Author(s)
Dombry Clément, Hashorva Enkelejd, Soulier Philippe
ISSN
1050-5164
Publication state
Published
Issued date
12/2018
Peer-reviewed
Oui
Volume
28
Number
6
Pages
3884-3921
Language
english
Keywords
Statistics, Probability and Uncertainty, Statistics and Probability
Create date
21/06/2018 12:54
Last modification date
21/08/2019 7:08
Usage data