A likelihood for correlated extreme series (Q6626077)
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scientific article; zbMATH DE number 7933246
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A likelihood for correlated extreme series |
scientific article; zbMATH DE number 7933246 |
Statements
A likelihood for correlated extreme series (English)
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28 October 2024
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ARMA models
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copula
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correlation
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extremes
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generalized extreme-value distribution
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time series
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