Modeling multivariate extreme events using self-exciting point processes (Q2511798): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: QRM / rank | |||
Normal rank | |||
Revision as of 06:52, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling multivariate extreme events using self-exciting point processes |
scientific article |
Statements
Modeling multivariate extreme events using self-exciting point processes (English)
0 references
6 August 2014
0 references
time series
0 references
peaks-over-threshold
0 references
Hawkes processes
0 references
extreme value theory
0 references
