Modeling multivariate extreme events using self-exciting point processes (Q2511798)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling multivariate extreme events using self-exciting point processes |
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Modeling multivariate extreme events using self-exciting point processes (English)
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6 August 2014
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time series
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peaks-over-threshold
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Hawkes processes
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extreme value theory
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