Detecting Tail Risk Differences in Multivariate Time Series (Q4684332): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1111/jtsa.12292 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1111/JTSA.12292 / rank | |||
Normal rank | |||
Latest revision as of 15:04, 30 December 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
