"Tail behaviour and extremes of two-state Markov-switching autoregressive ..."

Péter Elek, András Zempléni (2008)

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DOI: 10.1016/J.CAMWA.2007.09.008

access: open

type: Journal Article

metadata version: 2021-02-11

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Péter Elek, András Zempléni:
Tail behaviour and extremes of two-state Markov-switching autoregressive models. Comput. Math. Appl. 55(12): 2839-2855 (2008)

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