Extremal index of a resampled process of autoregression
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 3 (2004), pp. 17-23
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@article{VMUMM_2004_3_a3,
author = {K. A. Ol'shanskii},
title = {Extremal index of a resampled process of autoregression},
journal = {Vestnik Moskovskogo universiteta. Matematika, mehanika},
pages = {17--23},
publisher = {mathdoc},
number = {3},
year = {2004},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VMUMM_2004_3_a3/}
}
K. A. Ol'shanskii. Extremal index of a resampled process of autoregression. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 3 (2004), pp. 17-23. http://geodesic.mathdoc.fr/item/VMUMM_2004_3_a3/