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"Limit theory and robust evaluation methods for the extremal properties of ..."

Fabrizio Laurini, Paul Fearnhead, Jonathan A. Tawn (2022)

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DOI: 10.1007/S11222-022-10164-5

access: open

type: Journal Article

metadata version: 2023-01-05

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Fabrizio Laurini, Paul Fearnhead, Jonathan A. Tawn:
Limit theory and robust evaluation methods for the extremal properties of GARCH(p, q) processes. Stat. Comput. 32(6): 104 (2022)

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