Detecting Tail Risk Differences in Multivariate Time Series (Q4684332): Difference between revisions
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Revision as of 16:53, 5 March 2024
scientific article; zbMATH DE number 6945466
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting Tail Risk Differences in Multivariate Time Series |
scientific article; zbMATH DE number 6945466 |
Statements
Detecting Tail Risk Differences in Multivariate Time Series (English)
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28 September 2018
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\(\beta\)-mixing
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functional central limit theory
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multivariate tail index estimation
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self-normalization
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