Pages that link to "Item:Q605880"
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The following pages link to The extremogram: a correlogram for extreme events (Q605880):
Displayed 5 items.
- The extremogram: a correlogram for extreme events (Q605880) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- High-level dependence in time series models (Q650680) (← links)
- A functional limit theorem for dependent sequences with infinite variance stable limits (Q690870) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)