A nonlinear threshold model for the dependence of extremes of stationary sequences

Identification data

Identifier: PC:2059

Handle: http://hdl.handle.net/20.500.11797/PC2059
Authors:

Olmo, José
Martínez Ibáñez, Oscar
Others:

Relation: Documents de treball del Departament d'Economia;2008-02
Date: 2008
Departament/Institute: Universitat Rovira i Virgili. Departament d'Economia
Language: eng
Identifier: http://hdl.handle.net/2072/5361
Author: Olmo, José Martínez Ibáñez, Oscar
Format: application/pdf 556842 bytes 34
Title: A nonlinear threshold model for the dependence of extremes of stationary sequences
Subject: 519.1 - Teoria general de l'anàlisi combinatòria. Teoria de grafs Teories no-lineals Hipòtesi estadística -- Proves Observacions aberrants (Estadística) Crisis financeres