Monitoring means and covariances of multivariate nonlinear time series with heavy tails:
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Bibliographic Details
Main Authors: Garthoff, Robert (Author), Schmid, Wolfgang 1956- (Author)
Format: Book
Language:English
Published: Frankfurt (Oder) Europa-Univ. Viadrina 2015
Series:Discussion paper / European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics 366
Physical Description:22 S.