Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Multiple block sizes and overlapping blocks for multivariate time series extremes
scientific article

    Statements

    Multiple block sizes and overlapping blocks for multivariate time series extremes (English)
    0 references
    0 references
    0 references
    0 references
    11 March 2021
    0 references
    extreme-value copula
    0 references
    second-order condition
    0 references
    bias correction
    0 references
    mixing coefficients
    0 references
    block maxima
    0 references
    empirical process
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references