Causality in extremes of time series
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Publication:6151143
DOI10.1007/s10687-023-00479-5arXiv2112.10858OpenAlexW4388042209MaRDI QIDQ6151143
Juraj Bodik, Milan Paluš, Zbyněk Pawlas
Publication date: 9 February 2024
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2112.10858
heavy tailsextreme value theorynonlinear time seriesGranger causalitycausal inferencecausality-in-tail
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