High-quantile regression for tail-dependent time series (Q5857981)

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scientific article; zbMATH DE number 7331902
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High-quantile regression for tail-dependent time series
scientific article; zbMATH DE number 7331902

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    High-quantile regression for tail-dependent time series (English)
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    8 April 2021
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    adversarial innovation
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    double asymptotics
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    high-quantile regression
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    limit theorem
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    tail-dependent time series
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