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Nazaré and ARCH processes: extremal index estimation. (English) Zbl 1348.62006

Gonçalves, Esmeralda (ed.) et al., Contributions in statistics and inference. Celebrating Nazaré Mendes Lopes’ 60th birthday. Extended papers of talks presented at the workshop on statistics and inference, Coimbra, Portugal, February 18, 2015. Coimbra: Universidade de Coimbra, Departamento de Matemática (ISBN 978-972-8564-51-3/pbk). Textos de Matemática 47, 1-12 (2015).
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The shape of asymptotic dependence. (English) Zbl 1274.60165

Shiryaev, Albert N. (ed.) et al., Prokhorov and contemporary probability theory. In honor of Yuri V. Prokhorov on the occasion of his 80th birthday. Berlin: Springer (ISBN 978-3-642-33548-8/hbk; 978-3-642-33549-5/ebook). Springer Proceedings in Mathematics & Statistics 33, 43-67 (2013).
MSC:  60G70 60E05 60D05
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