Tail dependence and smoothness of time series (Q2666039)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail dependence and smoothness of time series |
scientific article |
Statements
Tail dependence and smoothness of time series (English)
0 references
22 November 2021
0 references
extreme values
0 references
smoothness coefficient
0 references
tail dependence coefficient
0 references
