Tail measure and spectral tail process of regularly varying time series
Details
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
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
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