Reference23 articles.
1. P. Embrechts, C. Klüppelberg, and T. Mikosch, Modelling Extremal Events. For Insurance and Finance, in Appl. Math. (New York) (Springer-Verlag, Berlin, 1997), Vol. 33.
2. R. A. Davis and S. I. Resnick, “Basic properties and prediction of max-ARMA processes,” Adv. in Appl. Probab. 21(4), 781–803 (1989).
3. M. T. Alpuim, “An extremal Markovian sequence,” J. Appl. Probab. 26(2), 219–232 (1989).
4. L. Canto e Castro, Sobre a Teoria Assintótica de Extremos, Ph. D. Thesis (The Faculty of Sciences of the University of Lisbon, 1992).
5. M. A. Ancona-Navarrete and J. A. Tawn, “A comparison of methods for estimating the extremal index,” Extremes 3(1), 5–38 (2000).
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Risk Analysis, Extremes in;Wiley StatsRef: Statistics Reference Online;2015-09-16