Estimation of Extreme Quantiles for Functions of Dependent Random Variables (2015)
Attributed to:
Modelling Vast Time Series: Sparsity and Segmentation
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1111/rssb.12103
Publication URI: http://dx.doi.org/10.1111/rssb.12103
Type: Journal Article/Review
Parent Publication: Journal of the Royal Statistical Society Series B: Statistical Methodology
Issue: 5