Asymptotic independence <i>ex machina</i>: Extreme value theory for the diagonal SRE model (Q6134628)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic independence ex machina: Extreme value theory for the diagonal SRE model |
scientific article; zbMATH DE number 7730964
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotic independence <i>ex machina</i>: Extreme value theory for the diagonal SRE model |
scientific article; zbMATH DE number 7730964 |
Statements
Asymptotic independence <i>ex machina</i>: Extreme value theory for the diagonal SRE model (English)
0 references
22 August 2023
0 references
stochastic recurrence equations
0 references
multivariate ARCH
0 references
multivariate regular variation
0 references
non-standard regular variation
0 references
0 references
0 references
0 references
0 references
0 references
0.88199276
0 references
0.86752385
0 references
0.8637284
0 references
0.85862535
0 references
0.85784894
0 references
0.85781085
0 references
