extremogram
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Software:28939
swMATH17078CRANextremogramMaRDI QIDQ28939
Estimation of Extreme Value Dependence for Time Series Data
Author name not available (Why is that?)
Last update: 8 October 2016
Copyright license: No records found.
Software version identifier: 1.0.2
Source code repository: https://github.com/cran/extremogram
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