Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators (Q6144426)
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scientific article; zbMATH DE number 7784496
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| English | Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators |
scientific article; zbMATH DE number 7784496 |
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Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators (English)
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5 January 2024
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long range dependence
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limit theorems
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extreme value statistics
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