High-level dependence in time series models (Q650680)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-level dependence in time series models |
scientific article |
Statements
High-level dependence in time series models (English)
0 references
26 November 2011
0 references
ARCH
0 references
COGARCH
0 references
extreme cluster
0 references
extreme dependence measure
0 references
extremal index
0 references
extreme value theory
0 references
GARCH
0 references
linear model
0 references
multivariate regular variation
0 references
nonlinear model
0 references
Lévy-driven Ornstein-Uhlenbeck process
0 references
random recurrence equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
