Asymptotic and pre-asymptotic tail behavior of a power max-autoregressive model (Q3579815)
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scientific article; zbMATH DE number 5768112
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| English | Asymptotic and pre-asymptotic tail behavior of a power max-autoregressive model |
scientific article; zbMATH DE number 5768112 |
Statements
10 August 2010
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dependence conditions
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auto-asymptotic-tail-dependence function
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tail index
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extremal index
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0.8344075083732605
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0.824697732925415
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0.8246192932128906
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0.8061994910240173
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0.7886831760406494
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