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Causal tail coefficient for compound extremes in multivariate time series

Fuente: arXiv

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Bibliographic Details
Main Authors:	Yin, Cathy, Sykulski, Adam M., Veraart, Almut E. D.
Format:	Preprint
Published:	2025
Subjects:	Methodology 62G32 (Primary) 60G70, 62M10, 62G09, 62G10 (Secondary)
Online Access:	Acceder al recurso
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