Tail dependence and smoothness of time series
The risk of catastrophes is related to the possibility of occurring extreme values. Several statistical methodologies have been developed in order to evaluate the propensity of a process for the occurrence of high values and the permanence of these in time. The extremal index. (Leadbetter in Z Wahrs...
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| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2021
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| Texto completo: | http://hdl.handle.net/1822/69840 |
| País: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/69840 |