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  • Search: subject:"Extremal coefficient function"
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Year of publication
Subject
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extremal coefficient function 6 extremal dependence 6 set covariance function 5 Extreme value theory 3 extreme value theory 3 homometric 3 long memory 3 max-stable process 3 set correlation function 3 summability 3 Ausreißer 2 Correlation 2 Estimation theory 2 Korrelation 2 Outliers 2 Risikomaß 2 Risk measure 2 Schätztheorie 2 Statistical distribution 2 Statistische Verteilung 2 ARCH model 1 ARCH-Modell 1 Probability theory 1 Set covariance function 1 Stochastic process 1 Stochastischer Prozess 1 Time series analysis 1 Wahrscheinlichkeitsrechnung 1 Zeitreihenanalyse 1
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Online availability
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Free 6
Type of publication
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Book / Working Paper 6
Type of publication (narrower categories)
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Working Paper 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
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English 6
Author
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Ehlert, Andree 6 Schlather, Martin 6
Institution
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Courant Research Centre PEG 2
Published in...
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Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 2 Discussion Papers 2 Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis" 2
Source
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ECONIS (ZBW) 2 EconStor 2 RePEc 2
Showing 1 - 6 of 6
Cover Image
Some Results for Extreme Value Processes in Analogy to the Gaussian Spectral Representation
Ehlert, Andree; Schlather, Martin - 2010
The extremal coefficient function has been discussed as an analog of the autocovariance function for extreme values … construction of simple max-stable processes complying with a given extremal coefficient function and, in addition, highlights … functions with finite range on a grid, and study an analogy to Bochner's theorem, namely that any such extremal coefficient …
Persistent link: https://www.econbiz.de/10010329892
Saved in:
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A Constructive Proof for the Extremal Coefficient of a Dissipative Max-Stable Process on Z being a Set Covariance
Ehlert, Andree; Schlather, Martin - 2010
Persistent link: https://www.econbiz.de/10010329980
Saved in:
Cover Image
A Constructive Proof for the Extremal Coefficient of a Dissipative Max-Stable Process on Z being a Set Covariance
Ehlert, Andree; Schlather, Martin - Courant Research Centre PEG - 2010
Persistent link: https://www.econbiz.de/10008465172
Saved in:
Cover Image
Some Results for Extreme Value Processes in Analogy to the Gaussian Spectral Representation
Ehlert, Andree; Schlather, Martin - Courant Research Centre PEG - 2010
The extremal coefficient function has been discussed as an analog of the autocovariance function for extreme values … construction of simple max-stable processes complying with a given extremal coefficient function and, in addition, highlights … functions with finite range on a grid, and study an analogy to Bochner’s theorem, namely that any such extremal coefficient …
Persistent link: https://www.econbiz.de/10008465173
Saved in:
Cover Image
Some results for extreme value processes in analogy to the Gaussian spectral representation
Ehlert, Andree; Schlather, Martin - 2010
The extremal coefficient function has been discussed as an analog of the autocovariance function for extreme values … construction of simple max-stable processes complying with a given extremal coefficient function and, in addition, highlights … functions with finite range on a grid, and study an analogy to Bochner's theorem, namely that any such extremal coefficient …
Persistent link: https://www.econbiz.de/10010336338
Saved in:
Cover Image
A constructive proof for the extremal coefficient of a dissipative max-stable process on Z being a set covariance
Ehlert, Andree; Schlather, Martin - 2010
Persistent link: https://www.econbiz.de/10010337314
Saved in:
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