Causality in extremes of time series (Q6151143)
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scientific article; zbMATH DE number 7802699
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Causality in extremes of time series |
scientific article; zbMATH DE number 7802699 |
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Causality in extremes of time series (English)
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9 February 2024
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Granger causality
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causal inference
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nonlinear time series
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causality-in-tail
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extreme value theory
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heavy tails
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