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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Kenngrößen für die Abhängigkeitsstruktur in Extremwertzeitreihen / Characteristics for Dependence in Time Series of Extreme Values

Ehlert, Andree 31 August 2010 (has links)
No description available.
Extremwerttheorie
max-stabiler Prozess
extremale Abhängigkeit
Mengenkorrelation
positiv definit
homometrisch
Kristallographie
Spektraldarstellung
GARCH Prozess
max-stable process
extremal index
extremal coefficient function
set correlation
positive definite
homometric
crystallography
spectral representation
Herglotz's theorem
long memory
GARCH

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