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Statistical Theory and Related Fields Volume 1, 2017 - Issue 1
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Articles

An extended sparse max-linear moving model with application to high-frequency financial data

Timothy IdowuDepartment of Statistics, University of Wisconsin-Madison, Madison, WI, USACorrespondence[email protected]
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Zhengjun ZhangDepartment of Statistics, University of Wisconsin-Madison, Madison, WI, USAView further author information
Pages 92-111 | Received 02 Apr 2017, Accepted 22 Jun 2017, Published online: 28 Jul 2017

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Wenzhi Cao & Zhengjun Zhang. (2021) New extreme value theory for maxima of maxima. Statistical Theory and Related Fields 5:3, pages 232-252.
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Zhengjun Zhang. (2021) Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”. Statistical Theory and Related Fields 5:1, pages 45-48.
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Zhengjun Zhang. (2021) On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures. Statistical Theory and Related Fields 5:1, pages 1-25.
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