On tail dependence: a characterization for first-order max-autoregressive processes (Q2435884): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On tail dependence: a characterization for first-order max-autoregressive processes |
scientific article |
Statements
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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