Weak convergence of multivariate partial maxima processes
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DOI: 10.1016/j.jmva.2016.11.012
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References listed on IDEAS
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- Basrak, Bojan & Segers, Johan, 2009. "Regularly varying multivariate time series," Stochastic Processes and their Applications, Elsevier, vol. 119(4), pages 1055-1080, April.
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More about this item
Keywords
Functional limit theorem; Regular variation; Weak M1 topology; Extremal process; Weak convergence; Multivariate GARCH;All these keywords.
JEL classification:
- M1 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration
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