On the extremal behavior of sub-sampled solutions of stochastic difference equations.

Scotto, M.G., and Turkman, K.F.. "On the extremal behavior of sub-sampled solutions of stochastic difference equations.." Portugaliae Mathematica. Nova Série 59.3 (2002): 267-282. <http://eudml.org/doc/49841>.

@article{Scotto2002,
author = {Scotto, M.G., Turkman, K.F.},
journal = {Portugaliae Mathematica. Nova Série},
keywords = {stochastic difference equation; extreme values; ARCH process; bilinear process},
language = {eng},
number = {3},
pages = {267-282},
publisher = {European Mathematical Society Publishing House},
title = {On the extremal behavior of sub-sampled solutions of stochastic difference equations.},
url = {http://eudml.org/doc/49841},
volume = {59},
year = {2002},
}

TY - JOUR
AU - Scotto, M.G.
AU - Turkman, K.F.
TI - On the extremal behavior of sub-sampled solutions of stochastic difference equations.
JO - Portugaliae Mathematica. Nova Série
PY - 2002
PB - European Mathematical Society Publishing House
VL - 59
IS - 3
SP - 267
EP - 282
LA - eng
KW - stochastic difference equation; extreme values; ARCH process; bilinear process
UR - http://eudml.org/doc/49841
ER -