Extremes of scale mixtures of multivariate time series (Q2348444)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremes of scale mixtures of multivariate time series |
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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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