Clustering of extreme events in time series generated by the fractional Ornstein–Uhlenbeck equation (Q5139776)
From MaRDI portal
scientific article; zbMATH DE number 7284294
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Clustering of extreme events in time series generated by the fractional Ornstein–Uhlenbeck equation |
scientific article; zbMATH DE number 7284294 |
Statements
Clustering of extreme events in time series generated by the fractional Ornstein–Uhlenbeck equation (English)
0 references
10 December 2020
0 references
clustering
0 references
extreme events
0 references
time series
0 references
fractional Ornstein-Uhlenbeck equation
0 references
