Asymptotic independence <i>ex machina</i>: Extreme value theory for the diagonal SRE model (Q6134628)
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scientific article; zbMATH DE number 7730964
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic independence <i>ex machina</i>: Extreme value theory for the diagonal SRE model |
scientific article; zbMATH DE number 7730964 |
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Asymptotic independence <i>ex machina</i>: Extreme value theory for the diagonal SRE model (English)
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22 August 2023
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stochastic recurrence equations
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multivariate ARCH
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multivariate regular variation
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non-standard regular variation
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