Towards estimating extremal serial dependence via the bootstrapped extremogram
| Year of publication: |
2012
|
|---|---|
| Authors: | Davis, Richard A. ; Mikosch, Thomas ; Cribben, Ivor |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 170.2012, 1, p. 142-153
|