extremogram

swMATH17078CRANextremogramMaRDI QIDQ28939FDOQ28939

Estimation of Extreme Value Dependence for Time Series Data

Nadezda Frolova

Last update: 8 October 2016

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.0.2

Source code repository: https://github.com/cran/extremogram

This page was built for software: extremogram