Sequential monitoring of the tail behavior of dependent data (Q729715)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential monitoring of the tail behavior of dependent data |
scientific article |
Statements
Sequential monitoring of the tail behavior of dependent data (English)
0 references
22 December 2016
0 references
sequential monitoring
0 references
change point
0 references
\(\beta\)-mixing
0 references
tail index
0 references
extreme quantiles
0 references
functional central limit theorem
0 references
0 references
0 references
0 references
