Extremes of scale mixtures of multivariate time series (Q2348444): Difference between revisions
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Revision as of 22:28, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremes of scale mixtures of multivariate time series |
scientific article |
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Extremes of scale mixtures of multivariate time series (English)
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12 June 2015
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multivariate extreme value theory
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multivariate time series
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factor models
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tail dependence
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