Extremal properties of M4 processes (Q2513932): 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/10.1007/s11749-014-0358-6 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2086174331 / rank | |||
Normal rank | |||
Revision as of 21:23, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremal properties of M4 processes |
scientific article |
Statements
Extremal properties of M4 processes (English)
0 references
29 January 2015
0 references
multivariate extremes
0 references
M4 processes
0 references
tail dependence
0 references
extremal index
0 references
co-movement index
0 references
