The following pages link to The dynamic power law model (Q482073):
Displaying 4 items.
- Modeling maxima with autoregressive conditional Fréchet model (Q1739592) (← links)
- Dynamic tail inference with log-Laplace volatility (Q2191426) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
- Extreme Value Estimation for Heterogeneous Data (Q6586905) (← links)
