Joint Exceedances of the Arch Process

Journal of Applied Probability 2004 / 09 Vol. 41; Iss. 3

Joint Exceedances of the Arch Process

M. Ivette Gomes, Laurens De Haan and Dinis Pestana
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Volume:
41
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.2307/4141362
Date:
September, 2004
File:
PDF, 217 KB
english, 2004
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