Extremes of multivariate ARMAX processes (Q384759)

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Extremes of multivariate ARMAX processes
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    title
    Extremes of multivariate ARMAX processes (English)
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    author
    Marta Ferreira
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    Helena Ferreira
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    published in
    Test
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    publication date
    28 November 2013
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    zbMATH DE Number
    6234363
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    zbMATH Keywords
    multivariate extreme value theory
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    maximum autoregressive processes
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    multivariate extremal index
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    tail dependence
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    asymptotic independence
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    OpenAlex ID
    W2063378723
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    arXiv ID
    1212.1885
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