EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"set covariance function"
Narrow search

Narrow search

Year of publication
Subject
All
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
more ... less ...
Online availability
All
Free 6
Type of publication
All
Book / Working Paper 6
Type of publication (narrower categories)
All
Working Paper 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
All
English 6
Author
All
Ehlert, Andree 6 Schlather, Martin 6
Institution
All
Courant Research Centre PEG 2
Published in...
All
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
All
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. 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
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. 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:
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:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...