On tail dependence: a characterization for first-order max-autoregressive processes (Q2435884): Difference between revisions

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Latest revision as of 09:46, 7 July 2024

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On tail dependence: a characterization for first-order max-autoregressive processes
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    On tail dependence: a characterization for first-order max-autoregressive processes (English)
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    20 February 2014
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    extreme value theory
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    Markov chains
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    ARMAX process
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