Tail Behavior of Threshold Models with Innovations in the Domain of Attraction of the Double Exponential Distribution
1971 ◽
Vol 17
(3)
◽
pp. 241-258
◽
1988 ◽
Vol 30
(1)
◽
pp. 41-68
◽
1998 ◽
Vol 30
(03)
◽
pp. 628-639
◽
1987 ◽
Vol 16
(1)
◽
pp. 129-139