Towards estimating extremal serial dependence via the bootstrapped extremogram.
Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Standard
Towards estimating extremal serial dependence via the bootstrapped extremogram. / Mikosch, Thomas Valentin.
I: Journal of Econometrics, Bind 170, 2012, s. 142-152.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Mikosch, TV 2012, 'Towards estimating extremal serial dependence via the bootstrapped extremogram.', Journal of Econometrics, bind 170, s. 142-152.
APA
Mikosch, T. V. (2012). Towards estimating extremal serial dependence via the bootstrapped extremogram. Journal of Econometrics, 170, 142-152.
Vancouver
Mikosch TV. Towards estimating extremal serial dependence via the bootstrapped extremogram. Journal of Econometrics. 2012;170:142-152.
Author
Bibtex
@article{c6991fce5f924f6086160e3cb9291dbc,
title = "Towards estimating extremal serial dependence via the bootstrapped extremogram.",
author = "Mikosch, {Thomas Valentin}",
year = "2012",
language = "English",
volume = "170",
pages = "142--152",
journal = "Journal of Econometrics",
issn = "0304-4076",
publisher = "Elsevier",
}
RIS
TY - JOUR
T1 - Towards estimating extremal serial dependence via the bootstrapped extremogram.
AU - Mikosch, Thomas Valentin
PY - 2012
Y1 - 2012
M3 - Journal article
VL - 170
SP - 142
EP - 152
JO - Journal of Econometrics
JF - Journal of Econometrics
SN - 0304-4076
ER -
ID: 41835611