The extremogram: a correlogram for extreme events.
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
The extremogram: a correlogram for extreme events. / Davis, Richard A.; Mikosch, Thomas Valentin.
In: Bernoulli, Vol. 195, No. 4, 2009, p. 977-1009.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Davis, RA & Mikosch, TV 2009, 'The extremogram: a correlogram for extreme events.', Bernoulli, vol. 195, no. 4, pp. 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
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