Tail behaviour and extremes of two-state Markov-switching...

Tail behaviour and extremes of two-state Markov-switching autoregressive models

Péter Elek, András Zempléni
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Volume:
55
Year:
2008
Language:
english
Pages:
17
DOI:
10.1016/j.camwa.2007.09.008
File:
PDF, 567 KB
english, 2008
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