Extremes of scale mixtures of multivariate time series (Q2348444): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1303.3413 / rank | |||
Normal rank | |||
Revision as of 04:45, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremes of scale mixtures of multivariate time series |
scientific article |
Statements
Extremes of scale mixtures of multivariate time series (English)
0 references
12 June 2015
0 references
multivariate extreme value theory
0 references
multivariate time series
0 references
factor models
0 references
tail dependence
0 references
