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Publication details

Document type
Book chapters


Title
NAZARÉ and ARCH processes: extremal index estimation

Participants in the publication
Maria Ivette Gomes (Author)
Dep. Estatística e Investigação Operacional
CEAUL - Centro de Estatística e Aplicações

Scope
International

Editor(s)
E. Gonçalves, P. Oliveira, P. and C. Tenreiro

Date of Publication
2015

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Contributions in Statistics and Inference: Celebrating Nazaré Mendes Lopes' Birthday

Publication Identifiers

Address
Coimbra, Portugal

Publisher
Departamento de Matemática, Faculdade de Ciências e Tecnologia da Universidade de Coimbra

Edition
Univ. Coimbra

Number of pages
12
Starting page
1
Last page
12

Document Identifiers
URL - http://www.mat.uc.pt/%7Etextos/v47/#p=10


Export

APA
Maria Ivette Gomes, (2015). NAZARÉ and ARCH processes: extremal index estimation. Contributions in Statistics and Inference: Celebrating Nazaré Mendes Lopes' Birthday, 1-12

IEEE
Maria Ivette Gomes, "NAZARÉ and ARCH processes: extremal index estimation" in Contributions in Statistics and Inference: Celebrating Nazaré Mendes Lopes' Birthday, 2015, pp. 1-12

BIBTEX
@incollection{45411, author = {Maria Ivette Gomes}, title = {NAZARÉ and ARCH processes: extremal index estimation}, booktitle = {Contributions in Statistics and Inference: Celebrating Nazaré Mendes Lopes' Birthday}, year = 2015, pages = {1-12}, address = {Coimbra, Portugal}, publisher = {Departamento de Matemática, Faculdade de Ciências e Tecnologia da Universidade de Coimbra} }