Regularly varying multivariate time series (Q1016605)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularly varying multivariate time series |
scientific article |
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Regularly varying multivariate time series (English)
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6 May 2009
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autoregressive process
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clusters of extremes
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extremal index
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factor GARCH model
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heavy tails
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mixing
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multivariate regular variation
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point processes
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stable random vector
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stationary time series
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stochastic recurrence equation
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tail process
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vague convergence
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weak convergence
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