Detecting Tail Risk Differences in Multivariate Time Series (Q4684332): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/jtsa.12292 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2789735403 / rank | |||
Normal rank | |||
Revision as of 19:25, 19 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)
0 references
28 September 2018
0 references
\(\beta\)-mixing
0 references
functional central limit theory
0 references
multivariate tail index estimation
0 references
self-normalization
0 references
