DATAstudio

CRANDATAstudioMaRDI QIDQ110128

The Research Data Warehouse of Miguel de Carvalho

Miguel De Carvalho

Last update: 28 April 2022

Copyright license: GNU General Public License

Software version identifier: 1.1

Cites work

• A Euclidean Likelihood Estimator for Bivariate Tail Dependence
• Spectral Density Ratio Models for Multivariate Extremes
• A generalization of the Solis–Wets method
• Tracking the US business cycle with a singular spectrum analysis
• Real-time nowcasting the US output gap: Singular spectrum analysis at work

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