Geodesic
On the extremal behavior of sub-sampled solutions of stochastic difference equations.
Portugaliae mathematica, Tome 59 (2002) no. 3, pp. 267-282.

Voir la notice de l'article provenant de la source European Digital Mathematics Library

Keywords: stochastic difference equation, extreme values, ARCH process, bilinear process 
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     author = {Scotto, M.G. and Turkman, K.F.},
     title = {On the extremal behavior of sub-sampled solutions of stochastic difference equations.},
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     language = {en},
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Scotto, M.G.; Turkman, K.F. On the extremal behavior of sub-sampled solutions of stochastic difference equations.. Portugaliae mathematica, Tome 59 (2002) no. 3, pp. 267-282. http://geodesic.mathdoc.fr/item/PORMA_2002__59_3_49841/