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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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Mathematics
Extremal
100%
Serial Dependence
100%
Confidence Band
50%
Statistical Property
50%
Keyphrases
Extremogram
100%
Stationary Bootstrap
40%
Quantitative Tools
20%
Extremal Dependence
20%
Stationary Time Series
20%