Extremal Dependence-Based Specification Testing of Time Series (Q6190738)
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scientific article; zbMATH DE number 7813814
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremal Dependence-Based Specification Testing of Time Series |
scientific article; zbMATH DE number 7813814 |
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Extremal Dependence-Based Specification Testing of Time Series (English)
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6 March 2024
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location-scale models
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serial extremal dependence
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specification test
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tail copula
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time series
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