extremogram

swMATH17078CRANextremogramMaRDI QIDQ28939FDOQ28939

Estimation of Extreme Value Dependence for Time Series Data

Nadezda Frolova

Last update: 8 October 2016

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.0.2

Official website: https://cran.r-project.org/web/packages/extremogram/index.html

Source code repository: https://github.com/cran/extremogram

Cited In (6)

• hkevp
• extremeStat
• extremis
• lax
• RWsearch
• ptsuite

This page was built for software: extremogram