Browsing by Subject "Extreme value theory"

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    • Estimation of T- period’s ahead extreme quantile autoregression function 

      Mwita, Peter Nyamuhanga (African Journal of Mathematics and Computer Science Research, 2010)
      This paper considers the estimation of extreme quantile autoregression function by using a parametric model. We combine direct estimation of quantiles in the middle region with that of extreme parts using the model and ...