Diagnostics for Dependence within Time Series Extremes
type: Item
instance of: scholarly article
title: Diagnostics for Dependence within Time Series Extremes
zbMATH Open document ID: 1065.62156
DOI: 10.1111/1467-9868.00400
author: Anthony Ledford
author: Jonathan A. Tawn
published in: Journal of the Royal Statistical Society Series B: Statistical Methodology
publication date: 2005-04-11T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G32
zbMATH DE Number: 2155315
zbMATH Keywords: clusters
zbMATH Keywords: coefficient of tail dependence
zbMATH Keywords: exchange rates
zbMATH Keywords: extremal index
zbMATH Keywords: extreme value theory
zbMATH Keywords: Markov processes
zbMATH Keywords: rainfall
zbMATH Keywords: regular variation
zbMATH Keywords: time series
zbMATH Keywords: Gaussian processes
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.1111/1467-9868.00400
OpenAlex ID: W2159733436
cites work: Q4272657
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cites work: A directory of coefficients of tail dependence
cites work: On the characterization of certain point processes
cites work: Extremes and related properties of random sequences and processes
cites work: Concomitant tail behaviour for extremes
description: scientific article; zbMATH DE number 2155315