Estimation of the sample univariate, cross and return time extremograms. The package can also adds empirical confidence bands to each of the extremogram plots via a permutation procedure under the assumption that the data are independent. Finally, the stationary bootstrap allows us to construct credible confidence bands for the extremograms.
|Author||Nadezda Frolova, Ivor Cribben|
|Maintainer||Nadezda Frolova <email@example.com>|
|Package repository||View on CRAN|
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