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  • Search: subject:"set correlation function"
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Year of publication
Subject
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Extreme value theory 3 extremal coefficient function 3 extremal dependence 3 homometric 3 long memory 3 max-stable process 3 set correlation function 3 set covariance function 3 summability 3 ARCH model 1 ARCH-Modell 1 Ausreißer 1 Correlation 1 Estimation theory 1 Korrelation 1 Outliers 1 Risikomaß 1 Risk measure 1 Schätztheorie 1 Statistical distribution 1 Statistische Verteilung 1 Stochastic process 1 Stochastischer Prozess 1 Time series analysis 1 Zeitreihenanalyse 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 3
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 3
Author
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Ehlert, Andree 3 Schlather, Martin 3
Institution
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Courant Research Centre PEG 1
Published in...
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Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 1 Discussion Papers 1 Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis" 1
Source
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ECONIS (ZBW) 1 EconStor 1 RePEc 1
Showing 1 - 3 of 3
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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. However, as to the behavior of valid extremal coefficient functions little is known apart from their positive definite type. In particular, the reconstruction of valid processes...
Persistent link: https://www.econbiz.de/10010329892
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. However, as to the behavior of valid extremal coefficient functions little is known apart from their positive definite type. In particular, the reconstruction of valid processes...
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. However, as to the behavior of valid extremal coefficient functions little is known apart from their positive definite type. In particular, the reconstruction of valid processes...
Persistent link: https://www.econbiz.de/10010336338
Saved in:
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