Some results for extreme value processes in analogy to the Gaussian spectral representation
Year of publication: |
2010
|
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Authors: | Ehlert, Andree ; Schlather, Martin |
Publisher: |
Göttingen : Courant Research Centre |
Subject: | Extreme value theory | max-stable process | extremal dependence | extremal coefficient function | set covariance function | set correlation function | homometric | long memory | summability | Ausreißer | Outliers | Schätztheorie | Estimation theory | Korrelation | Correlation | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | Stochastischer Prozess | Stochastic process | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis |
Extent: | Online-Ressource (23 S.) graph. Darst. |
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Series: | Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis". - Göttingen : [Verlag nicht ermittelbar], ZDB-ID 2754029-7. - Vol. 30 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzung: Acrobat Reader |
Other identifiers: | hdl:10419/90452 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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Ehlert, Andree, (2010)
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Some Results for Extreme Value Processes in Analogy to the Gaussian Spectral Representation
Ehlert, Andree, (2010)
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Some Results for Extreme Value Processes in Analogy to the Gaussian Spectral Representation
Ehlert, Andree, (2010)
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Some Results for Extreme Value Processes in Analogy to the Gaussian Spectral Representation
Ehlert, Andree, (2010)
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Ehlert, Andree, (2010)
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Ehlert, Andree, (2010)
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