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Polar decomposition of regularly varying time series in star-shaped metric spaces - MaRDI portal

Polar decomposition of regularly varying time series in star-shaped metric spaces (Q1692078)

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Polar decomposition of regularly varying time series in star-shaped metric spaces
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    Polar decomposition of regularly varying time series in star-shaped metric spaces (English)
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    26 January 2018
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    extremal index
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    extremogram
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    regular variation
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    spectral tail process
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    stationarity
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    tail dependence
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    time series
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