Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112): Difference between revisions
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Revision as of 00:25, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme value copula estimation based on block maxima of a multivariate stationary time series |
scientific article |
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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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