Über Zusammenhänge von leichten Tails, regulärer Variation und Extremwerttheorie

Über Zusammenhänge von leichten Tails, regulärer Variation und Extremwerttheorie

Bibliographic Details
Main Author:	Janßen, Anja
Other Authors:	Schlather, Martin Prof. Dr.
Format:	Doctoral Thesis
Language:	English
Published:	2010
Subjects:	Extremwerttheorie Grenzwertsätze Zeitreihen Random Difference Equations Multivariate Reguläre Variation GARCH-Prozesse Exteme value theory Limit theorems Time series Random difference equations Multivariate regular variation GARCH processes
Online Access:	http://hdl.handle.net/11858/00-1735-0000-0006-B69F-1 http://nbn-resolving.de/urn:nbn:de:gbv:7-webdoc-2725-1

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