scientific article

zbMath1193.62158MaRDI QIDQ3579815

Marta Ferreira, Luísa Canto e Castro

Publication date: 10 August 2010

Full work available at URL: http://www.probstat.org.in/

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

tail indexextremal indexdependence conditionsauto-asymptotic-tail-dependence function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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