The extremogram: a correlogram for extreme events.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Standard

The extremogram: a correlogram for extreme events. / Davis, Richard A.; Mikosch, Thomas Valentin.

I: Bernoulli, Bind 195, Nr. 4, 2009, s. 977-1009.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Davis, RA & Mikosch, TV 2009, 'The extremogram: a correlogram for extreme events.', Bernoulli, bind 195, nr. 4, s. 977-1009. https://doi.org/10.3150/09-BEJ213

APA

Davis, R. A., & Mikosch, T. V. (2009). The extremogram: a correlogram for extreme events. Bernoulli, 195(4), 977-1009. https://doi.org/10.3150/09-BEJ213

Vancouver

Davis RA, Mikosch TV. The extremogram: a correlogram for extreme events. Bernoulli. 2009;195(4):977-1009. https://doi.org/10.3150/09-BEJ213

Author

Davis, Richard A. ; Mikosch, Thomas Valentin. / The extremogram: a correlogram for extreme events. I: Bernoulli. 2009 ; Bind 195, Nr. 4. s. 977-1009.

Bibtex

@article{962c84a0171b11df8ed1000ea68e967b,
title = "The extremogram: a correlogram for extreme events.",
author = "Davis, {Richard A.} and Mikosch, {Thomas Valentin}",
year = "2009",
doi = "10.3150/09-BEJ213",
language = "English",
volume = "195",
pages = "977--1009",
journal = "Bernoulli",
issn = "1350-7265",
publisher = "International Statistical Institute",
number = "4",

}

RIS

TY - JOUR

T1 - The extremogram: a correlogram for extreme events.

AU - Davis, Richard A.

AU - Mikosch, Thomas Valentin

PY - 2009

Y1 - 2009

U2 - 10.3150/09-BEJ213

DO - 10.3150/09-BEJ213

M3 - Journal article

VL - 195

SP - 977

EP - 1009

JO - Bernoulli

JF - Bernoulli

SN - 1350-7265

IS - 4

ER -

ID: 17557836