Open AccessExtremal (in)dependence of a maximum autoregressive process
Author(s) -
Марта Феррейра
Publication year - 2013
Publication title -
discussiones mathematicae probability and statistics
Language(s) - Portuguese
Resource type - Journals
eISSN - 2084-0381
pISSN - 1509-9423
DOI - 10.7151/dmps.1150
Subject(s) - mathematics , autoregressive model , humanities , econometrics , philosophy
Este trabalho e financiado por Fundos FEDER atraves do Programa Operacional Factores de Competitividade - COMPETE e por Fundos Nacionais atraves da FCT - Fundacao para a Ciencia e a Tecnologia no âmbito do projecto PEst-C/MAT/UI0013/2011.
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