Discussion of‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’

作     者：Tiandong Wang Jun Yan Tiandong Wang;Jun Yan

作者机构：Department of StatisticsTexas A&M UniversityCollege StationTXUSA Department of StatisticsUniversity of ConnecticutStorrsCTUSA 

出 版 物：《Statistical Theory and Related Fields》 (统计理论及其应用（英文）)

年 卷 期：2021年第5卷第1期

页      面：38-40页

学科分类：07[理学] 0701[理学-数学] 070101[理学-基础数学] 

主　　题：extreme nonlinear series 

摘      要：We congratulate *** for this timely review on recent advances in extreme value theory for heterogeneous populations and on time series models for extreme *** is a substantial *** only does it give a summary of the state-of-the-art work in time series modelling of extremes but also suggests interesting methodological and applied research *** discussion focuses on extremal dependence metrics and practical applications for the time series models.