Extremal Dependence-Based Specification Testing of Time Series (Q6190738)

scientific article; zbMATH DE number 7813814

Language	Label	Description	Also known as
English	Extremal Dependence-Based Specification Testing of Time Series	scientific article; zbMATH DE number 7813814

Statements

instance of

scholarly article

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title

Extremal Dependence-Based Specification Testing of Time Series (English)

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arXiv ID

2108.01910

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DOI

10.1080/07350015.2022.2120483

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author

Yannick Hoga

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published in

Journal of Business & Economic Statistics

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publication date

6 March 2024

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full work available at URL

https://arxiv.org/abs/2108.01910

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https://figshare.com/articles/dataset/Extremal_Dependence-Based_Specification_Testing_of_Time_Series/21028428

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Mathematics Subject Classification ID

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location-scale models

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serial extremal dependence

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specification test

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tail copula

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time series

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MaRDI profile type

MaRDI publication profile

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OpenAlex ID

W3188792134

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Sitelinks

Mathematics(1 entry)

mardi Publication:6190738