Measures of serial extremal dependence and their estimation
Year of publication: |
2013
|
---|---|
Authors: | Davis, Richard A. ; Mikosch, Thomas ; Zhao, Yuwei |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 123.2013, 7, p. 2575-2602
|
Publisher: |
Elsevier |
Subject: | Extremogram | Extremal index | Regular variation | Max-stable process | Periodogram |
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