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Measures of serial extremal dependence and their estimation
Richard A. Davis,
Thomas Valentin Mikosch
, Yuwei Zhao
Department of Mathematical Sciences
27
Citations (Scopus)
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Dive into the research topics of 'Measures of serial extremal dependence and their estimation'. Together they form a unique fingerprint.
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Keyphrases
Max-stable Process
100%
Extremal Values
33%
Strictly Stationary Process
33%
Mathematics
Regular Variation
38%
Stationary Sequence
19%
Marginals
19%
Dependence Structure
19%
Frequency Domain
19%