Towards estimating extremal serial dependence via the bootstrapped extremogram (Q528029): Difference between revisions
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| Property / author: Richard A. Davis / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G15 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G32 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6714749 / rank | |||
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| Property / zbMATH Keywords | |||
extremogram | |||
| Property / zbMATH Keywords: extremogram / rank | |||
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extremal dependence | |||
| Property / zbMATH Keywords: extremal dependence / rank | |||
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stationary bootstrap | |||
| Property / zbMATH Keywords: stationary bootstrap / rank | |||
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financial time series | |||
| Property / zbMATH Keywords: financial time series / rank | |||
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Revision as of 07:08, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Towards estimating extremal serial dependence via the bootstrapped extremogram |
scientific article |
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Towards estimating extremal serial dependence via the bootstrapped extremogram (English)
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12 May 2017
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extremogram
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extremal dependence
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stationary bootstrap
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financial time series
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