Extremograms and extremal dependence for time series.
Fung, Yu Hin. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2011. === Includes bibliographical references (leaves 39-40). === Abstracts in English and Chinese. === List of Figures --- p.v === List of Tables --- p.vii === Chapter 1 --- Introduction --- p.1 === Chapter 2 --- Extremogram --...
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| Format: | Others |
| Language: | English Chinese |
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2011
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| Online Access: | http://library.cuhk.edu.hk/record=b5894666 http://repository.lib.cuhk.edu.hk/en/item/cuhk-327386 |