Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112): Difference between revisions

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Property / author: Axel Bücher / rank
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Property / author: Johan Segers / rank
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Latest revision as of 13:08, 9 July 2024

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Extreme value copula estimation based on block maxima of a multivariate stationary time series
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    Extreme value copula estimation based on block maxima of a multivariate stationary time series (English)
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    23 January 2015
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    extreme value copula
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    block maxima method
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    weak convergence
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    empirical copula process
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    stationary time series
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    Pickands dependence function
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    absolutely regular process
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