Diagnostics for Dependence within Time Series Extremes (Q4665872)
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scientific article; zbMATH DE number 2155315
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Diagnostics for Dependence within Time Series Extremes |
scientific article; zbMATH DE number 2155315 |
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Diagnostics for Dependence within Time Series Extremes (English)
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11 April 2005
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clusters
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coefficient of tail dependence
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exchange rates
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extremal index
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extreme value theory
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Markov processes
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rainfall
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regular variation
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time series
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Gaussian processes
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0.7677076458930969
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0.7677076458930969
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0.7673302888870239
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0.7627347707748413
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