Asymptotic independence <i>ex machina</i>: Extreme value theory for the diagonal SRE model (Q6134628): Difference between revisions

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Revision as of 16:36, 2 August 2024

scientific article; zbMATH DE number 7730964
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English
Asymptotic independence <i>ex machina</i>: Extreme value theory for the diagonal SRE model
scientific article; zbMATH DE number 7730964

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    Asymptotic independence <i>ex machina</i>: Extreme value theory for the diagonal SRE model (English)
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    22 August 2023
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    stochastic recurrence equations
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    multivariate ARCH
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    multivariate regular variation
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    non-standard regular variation
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