Extremes of multivariate ARMAX processes (Q384759)
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scientific article; zbMATH DE number 6234363
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremes of multivariate ARMAX processes |
scientific article; zbMATH DE number 6234363 |
Statements
Extremes of multivariate ARMAX processes (English)
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28 November 2013
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multivariate extreme value theory
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maximum autoregressive processes
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multivariate extremal index
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tail dependence
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asymptotic independence
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