Original title: Míry závislosti extrémů v časových řadách
Translated title: Measures of extremal dependence in time series
Authors: Popovič, Viktor ; Pawlas, Zbyněk (advisor) ; Hudecová, Šárka (referee)
Document type: Master’s theses
Year: 2017
Language: slo
Abstract: [eng] [cze]

Keywords: coefficient of tail dependence; extremogram; measures of extremal dependence; regular variation; extrémogram; koeficient chvostové závislosti; míry závislosti extrémů; pravidelné kolísaní

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/91139

Permalink: http://www.nusl.cz/ntk/nusl-367665


The record appears in these collections:
Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Master’s theses
 Record created 2017-10-30, last modified 2022-03-04


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