Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme value copula estimation based on block maxima of a multivariate stationary time series |
scientific article |
Statements
Extreme value copula estimation based on block maxima of a multivariate stationary time series (English)
0 references
23 January 2015
0 references
extreme value copula
0 references
block maxima method
0 references
weak convergence
0 references
empirical copula process
0 references
stationary time series
0 references
Pickands dependence function
0 references
absolutely regular process
0 references
0 references
0 references
0 references
