Tail dependence for regularly varying time series
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Publication:1954603
DOI10.1155/2012/280869zbMath1264.62074OpenAlexW2144988116WikidataQ58911373 ScholiaQ58911373MaRDI QIDQ1954603
Publication date: 11 June 2013
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/280869
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistics of extreme values; tail inference (62G32)
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