Pages that link to "Item:Q5739165"
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The following pages link to Multivariate autoregressive extreme value process and its application for modeling the time series properties of the extreme daily asset prices (Q5739165):
Displaying 5 items.
- Extremes of multivariate ARMAX processes (Q384759) (← links)
- Regularly varying multivariate time series (Q1016605) (← links)
- Generalized extreme value distribution with time-dependence using the AR and MA models in state space form (Q1927108) (← links)
- Extremes of scale mixtures of multivariate time series (Q2348444) (← links)
- Modeling multivariate extreme events using self-exciting point processes (Q2511798) (← links)