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Taylor & Francis
10.1080/24754269.2017.1346852
en
Statistical Theory and Related Fields, 2017. doi:10.1080/24754269.2017.1346852
Extreme value theory
max-stable processes
time series
Bayesian inference
max-linear models
high-frequency financial data
An extended sparse max-linear moving model with application to high-frequency financial data
Timothy Idowu
Zhengjun Zhang
Journal
Statistical Theory and Related Fields
Copyright 2017 Taylor & Francis
2475-4269
2475-4277
1
1
92
111
10.1080/24754269.2017.1346852
https://doi.org/10.1080/24754269.2017.1346852
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2017-08-01T18:54:25+05:30
2017-08-01T18:54:25+05:30
2017-08-01T18:53:49+05:30
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