Extremal quantile autoregression for heavy-tailed time series (Q2674515)
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scientific article; zbMATH DE number 7584298
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Extremal quantile autoregression for heavy-tailed time series |
scientific article; zbMATH DE number 7584298 |
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Extremal quantile autoregression for heavy-tailed time series (English)
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14 September 2022
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extremal quantile autoregression
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extreme conditional quantiles
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extreme value theory
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heavy-tailed time series
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martingale central limit theorem
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0.8053767085075378
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0.8016141653060913
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0.7988978624343872
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0.7971622943878174
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0.794859766960144
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