Editorial: Special issue on time series extremes

DOI10.1007/s10687-016-0262-4zbMath1355.00024OpenAlexW2463741044MaRDI QIDQ508716

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Publication date: 8 February 2017

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-016-0262-4

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistics of extreme values; tail inference (62G32) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Collections of articles of miscellaneous specific interest (00B15)

Related Items (1)

Tail measure and spectral tail process of regularly varying time series

Cites Work

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• Limit laws for random vectors with an extreme component
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