Asymptotics of sample tail autocorrelations for tail-dependent time series: phase transition and visualization (Q5081569)
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scientific article; zbMATH DE number 7543338
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of sample tail autocorrelations for tail-dependent time series: phase transition and visualization |
scientific article; zbMATH DE number 7543338 |
Statements
Asymptotics of sample tail autocorrelations for tail-dependent time series: phase transition and visualization (English)
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17 June 2022
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double asymptotics
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phase transition
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tail adversarial stability
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tail autocorrelation function
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tail-dependent time series
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