Extremal dependence-based specification testing of time series
Yannick Hoga
| Year of publication: |
2023
|
|---|---|
| Authors: | Hoga, Yannick |
| Subject: | Location-scale models | Serial extremal dependence | Specification test | Tail copula | Time series | Zeitreihenanalyse | Time series analysis | Multivariate Verteilung | Multivariate distribution | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Modellierung | Scientific modelling | Ausreißer | Outliers |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2120483 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448632