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Measures of serial extremal dependence and their estimation - MaRDI portal

Measures of serial extremal dependence and their estimation (Q2447645)

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Measures of serial extremal dependence and their estimation
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    Measures of serial extremal dependence and their estimation (English)
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    28 April 2014
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    extremogram
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    extremal index
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    regular variation
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    max-stable process
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    periodogram
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