Jump to main content

文書・図像類

Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form

Icons representing 文書・図像類

Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form

Material type
文書・図像類
Author
Nakajima, Jouchiほか
Publisher
日本経済国際共同センター
Publication date
2011-01
Material Format
Paper
Capacity, size, etc.
-
NDC
335
View All

Notes on use

Note (General)：

application/pdfRevised version of CIRJE-F-689 (2009); subsequently published in Computational Statistics and Data Analysis, 56-11, 3241-3259. November...

Search by Bookstore

Search by Bookstore

Holdings of Libraries in Japan

This page shows libraries in Japan other than the National Diet Library that hold the material.

List of Cooperating Institutions and Databases

Please contact your local library for information on how to use materials or whether it is possible to request materials from the holding libraries.

other

  • Utokyo Repository

    Paper
    You can check the holdings of institutions and databases with which Institutional Repositories DataBase(IRDB)(Institutional Repository) is linked at the site of Institutional Repositories DataBase(IRDB)(Institutional Repository).
    Utokyo Repository

Search by Bookstore

Bibliographic Record

You can check the details of this material, its authority (keywords that refer to materials on the same subject, author's name, etc.), etc.

Paper

Material Type
文書・図像類
Title
Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form
Author/Editor
Nakajima, Jouchi
Kunihama, Tsuyoshi
Omori, Yasuhiro
Frühwirth-Schnatter, Sylvia
Author Heading
Nakajima, Jouchi
Kunihama, Tsuyoshi
Omori, Yasuhiro
Frühwirth-Schnatter, Sylvia
Publication, Distribution, etc.
日本経済国際共同センター
Publication Date
2011-01
Publication Date (W3CDTF)
2011-01
Periodical title
Discussion paper series. CIRJE-F
No. or year of volume/issue
CIRJE-F-782
Volume
CIRJE-F-782