On the effect of long-range dependence on extreme value copula estimation with fixed marginals (Q2830777)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the effect of long-range dependence on extreme value copula estimation with fixed marginals |
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On the effect of long-range dependence on extreme value copula estimation with fixed marginals (English)
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31 October 2016
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asymptotic distribution
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estimation
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extreme value copula
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functional limit theorem
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long memory
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long-range dependence
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Pickands dependence function
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