Modelling Time Series Extremes
| Autor: | V. Chavez-Demoulin, A.C. Davison |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2012 |
| Předmět: | |
| Zdroj: | Revstat Statistical Journal, Vol 10, Iss 1 (2012) |
| Druh dokumentu: | article |
| ISSN: | 1645-6726 2183-0371 |
| DOI: | 10.57805/revstat.v10i1.113 |
| Popis: | The need to model rare events of univariate time series has led to many recent advances in theory and methods. In this paper, we review telegraphically the literature on extremes of dependent time series and list some remaining challenges. |
| Databáze: | Directory of Open Access Journals |
| Externí odkaz: |
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