Extremal Behavior of Solutions to a Stochastic Difference Equation with Applications to Arch-Processes
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Author
de Haan, L.
Resnick, S.
Rootzen, H.
de Vries, C.
Abstract
Extremal Behavior of Solutions to a Stochastic Difference Equation with Applications to Arch-Processes
Date Issued
1988-02
Publisher
Cornell University Operations Research and Industrial Engineering
Keywords
Previously Published as
775
Type
technical report