Extremal (in)dependence of a maximum autoregressive process (Q5250614)
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scientific article; zbMATH DE number 6438634
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremal (in)dependence of a maximum autoregressive process |
scientific article; zbMATH DE number 6438634 |
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Extremal (in)dependence of a maximum autoregressive process (English)
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21 May 2015
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maximum autoregressive processes
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extreme value theory
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tail dependence
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asymptotic tail independence
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