Extremal dependence measure and extremogram: the regularly varying case (Q906650): Difference between revisions

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+Regularly varying multivariate time series
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+Statistics of Extremes
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+The influence of dependence on data network models
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+Limit theory for moving averages of random variables with regularly varying tail probabilities
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+Basic properties and prediction of max-ARMA processes
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+The extremogram: a correlogram for extreme events
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+High-level dependence in time series models
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+A directory of coefficients of tail dependence
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+EXTREMAL DEPENDENCE: INTERNET TRAFFIC APPLICATIONS
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+Extreme value theory for suprema of random variables with regularly varying tail probabilities
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+Tail probabilities for infinite series of regularly varying random vectors
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+The tail empirical process for long memory stochastic volatility sequences
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+Extremes and local dependence in stationary sequences
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+Statistics for near independence in multivariate extreme values
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+Diagnostics for Dependence within Time Series Extremes
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+The Extremal Dependence Measure and Asymptotic Independence
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+Smoothing the Hill Estimator
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+Long Range Dependence
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+Q4301585
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+A dependence measure for multivariate and spatial extreme values: Properties and inference
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+The behavior of multivariate maxima of moving maxima processes
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