A Nonlinear Threshold Model for the Dependence of Extremes of Stationary Sequences

Researcher: 
Olmo Badenas, José
Congress: 
NBER/NSF conference on Time Series
Participation type: 
Ponencia plenaria e invitada
Other authors: 
Oscar Martinez y Jose Olmo
Year: 
2007
Location: 
Iowa
Publication: 
Oscar Martinez y Jose Olmo. A Nonlinear Threshold Model for the Dependence of Extremes of Stationary Sequences . En: NBER/NSF conference on Time Series. Iowa: , 2007