Multi-variate time-series simulation (Q5495701)
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scientific article; zbMATH DE number 6325669
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multi-variate time-series simulation |
scientific article; zbMATH DE number 6325669 |
Statements
Multi-variate time-series simulation (English)
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6 August 2014
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vector time series
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simulation
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marginal distribution
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autocorrelation structure
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empirical distribution
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generalized Pareto distribution
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0.8438073992729187
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0.812330961227417
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0.7966772317886353
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0.7572176456451416
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0.7567548155784607
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