Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597)
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scientific article
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| default for all languages | No label defined |
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| 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)
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11 March 2021
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extreme-value copula
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second-order condition
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bias correction
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mixing coefficients
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block maxima
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empirical process
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0.8223178386688232
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0.7820711135864258
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0.7643033266067505
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0.7636722922325134
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0.7632692456245422
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