Estimation of the extremal index function in case of asymptotically independent Markov chains and its application to stock market indices

TitleEstimation of the extremal index function in case of asymptotically independent Markov chains and its application to stock market indices
Publication TypeProceedings classified as book chapters
AuthorsRamos A, Ledford A
[2013-1]

Area / Group: 

Probability and Statistics
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