Estimating Extremal Dependence in Univariate and Multivariate Time Series via the Extremogram

27 July 2011

Papers citing "Estimating Extremal Dependence in Univariate and Multivariate Time Series via the Extremogram"

2 / 2 papers shown

Title
The extremogram: A correlogram for extreme events Richard A. Davis T. Mikosch 151 215 0 12 Jan 2010
Regularly varying multivariate time series Bojan Basrak Johan Segers 139 221 0 26 Jul 2007