On the effect of long-range dependence on extreme value copula estimation with fixed marginals (Q2830777)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the effect of long-range dependence on extreme value copula estimation with fixed marginals |
scientific article; zbMATH DE number 6645919
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the effect of long-range dependence on extreme value copula estimation with fixed marginals |
scientific article; zbMATH DE number 6645919 |
Statements
On the effect of long-range dependence on extreme value copula estimation with fixed marginals (English)
0 references
31 October 2016
0 references
asymptotic distribution
0 references
estimation
0 references
extreme value copula
0 references
functional limit theorem
0 references
long memory
0 references
long-range dependence
0 references
Pickands dependence function
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.89543945
0 references
0.8916651
0 references
0.8855504
0 references
0.8854042
0 references
0.8853835
0 references
0.88163406
0 references
0.8809212
0 references
0.88067013
0 references
0.8794942
0 references
