Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis

DOI10.1080/01621459.2023.2197159MaRDI QIDQ6567938FDOQ6567938

Publication date: 5 July 2024

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics (62-XX)

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