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Towards estimating extremal serial dependence via the bootstrapped extremogram.
Thomas Valentin Mikosch
Department of Mathematical Sciences
30
Citations (Scopus)
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Dive into the research topics of 'Towards estimating extremal serial dependence via the bootstrapped extremogram.'. Together they form a unique fingerprint.
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Business & Economics
Stationary Bootstrap
100%
Serial Dependence
80%
Stationary Time Series
41%
Financial Time Series
31%
Confidence
22%