Alexandra Ramos's Annual Report

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
Speakers
Alexandra Ramos
Date:
13.12.2016
Host institution:
Instituto Superior Técnico de Lisboa