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Heavy-Tailed Time Series - MaRDI portal

Heavy-Tailed Time Series (Q5110363)

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scientific article; zbMATH DE number 7201768
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English
Heavy-Tailed Time Series
scientific article; zbMATH DE number 7201768

    Statements

    title
    Heavy-Tailed Time Series (English)
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    author
    Rafał Kulik
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    Philippe Soulier
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    publication date
    18 May 2020
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    zbMATH Keywords
    extreme value theory for time series
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    Identifiers

    Mathematics Subject Classification ID
    62-01
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    62M10
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    62G32
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    zbMATH DE Number
    7201768
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    OpenAlex ID
    W3039641802
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