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