NDLI: Diagnostics for dependence within time series extremes

Content Provider	Scilit
Author	Ledford, Anthony W. Tawn, Jonathan A.
Copyright Year	2003
Description	Journal: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
Ending Page	543
Starting Page	521
ISSN	2573508X
e-ISSN	14679868
DOI	10.1111/1467-9868.00400
Journal	Journal of the Royal Statistical Society: Series B (Statistical Methodology)
Issue Number	2
Volume Number	65
Language	English
Publisher	Wiley-Blackwell
Publisher Date	2003-04-25
Access Restriction	Open
Subject Keyword	Journal: Journal of the Royal Statistical Society: Series B (Statistical Methodology) Statistics and Probability Coefficient of Tail Dependence Exchange Rates Extremal Index Extreme Value Theory Markov Processes Regular Variation Time Series
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Statistics, Probability and Uncertainty

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Diagnostics for dependence within time series extremes