Pages that link to "Item:Q488112"
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The following pages link to Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112):
Displaying 5 items.
- Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
- A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
- Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
- Editorial: Special issue on time series extremes (Q508716) (← links)
- Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
