swMATH17078CRANextremogramMaRDI QIDQ28939FDOQ28939
Estimation of Extreme Value Dependence for Time Series Data
Last update: 8 October 2016
Copyright license: GNU General Public License, version 3.0
Software version identifier: 1.0.2
Official website: https://cran.r-project.org/web/packages/extremogram/index.html
Source code repository: https://github.com/cran/extremogram
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