Alexandra Ramos's Annual Report
Year:
2016
Brief description of the research activities:
Continuation of the characterisation of the temporal dependence of the extremes of a Markov chain and estimation of the threshold dependence extremal index function.
Applications to financial data.
Talks / Seminars / Courses :
Seminars
Title:
Modelling extremal temporal dependence in stationary time series
Date:
13.12.2016
Host institution:
Instituto Superior Técnico de Lisboa