J. Nakajima, T. Kunihama, Y. Omori, Sylvia Frühwirth-Schnatter,
"Generalized extreme value distribution with time-dependence using AR and MA models in state space form"
, in Computational Statistics and Data Analysis, Vol. 56, Nummer 11, Seite(n) 3241-3259, 2011, ISSN: 1872-7352
Original Titel:
Generalized extreme value distribution with time-dependence using AR and MA models in state space form