The estimation of M4 processes with geometric moving patterns

Zhengjun Zhang ()

Annals of the Institute of Statistical Mathematics, 2008, vol. 60, issue 1, 150 pages

Keywords: Multivariate nonlinear time series; Max-stable process; Multivariate maxima of moving maxima; Extreme value theory; Empirical distribution; Parameter estimation (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s10463-006-0078-0

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