High-level dependence in time series models (Q650680): Difference between revisions
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Revision as of 01:53, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-level dependence in time series models |
scientific article |
Statements
High-level dependence in time series models (English)
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26 November 2011
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ARCH
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COGARCH
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extreme cluster
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extreme dependence measure
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extremal index
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extreme value theory
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GARCH
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linear model
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multivariate regular variation
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nonlinear model
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Lévy-driven Ornstein-Uhlenbeck process
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random recurrence equation
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