Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators (Q6144426)
From MaRDI portal
scientific article; zbMATH DE number 7784496
Language | Label | Description | Also known as |
---|---|---|---|
English | Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators |
scientific article; zbMATH DE number 7784496 |
Statements
Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators (English)
0 references
5 January 2024
0 references
long range dependence
0 references
limit theorems
0 references
extreme value statistics
0 references