Kenngrößen für die Abhängigkeitsstruktur in Extremwertzeitreihen

Kenngrößen für die Abhängigkeitsstruktur in Extremwertzeitreihen

Bibliographic Details
Main Author:	Ehlert, Andree
Other Authors:	Schlather, Martin Prof. Dr.
Format:	Doctoral Thesis
Language:	English
Published:	2010
Subjects:	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
Online Access:	http://hdl.handle.net/11858/00-1735-0000-0006-B69E-3 http://nbn-resolving.de/urn:nbn:de:gbv:7-webdoc-2722-4

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