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- Title:
Extreme value theory for moving avarage processes with light-tailed innovations.
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Klüppelberg, C., Lindner, A.
- Journal title:
- Bernoulli
- Year:
- 2005
- Journal volume:
- 11
- Journal issue:
- 3
- Pages contribution:
- 381-410
- Language:
- en
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
BibTeX