Time-lagged assymptotic dependence

Version 1.1.0.0 (4.85 KB) by Agne Burauskaite-Harju
Tail dependence coefficient and extremal variogram with time lag, summarizing parameters
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Updated 14 Oct 2011

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TDCs with time lag, maximum TDC, dominant time lag of TDCs, window TDC, extremal variogram with time lag, minimum extremal variogram and dominant time lag of extremal variogram.
From doctoral thesis Characterizing Temporal Changes and Inter-Site Correlations in Daily and Sub-Daily Precipitation Extremes
http://liu.diva-portal.org/smash/record.jsf?pid=diva2:444192

Cite As

Agne Burauskaite-Harju (2025). Time-lagged assymptotic dependence (https://se.mathworks.com/matlabcentral/fileexchange/33195-time-lagged-assymptotic-dependence), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2008b
Compatible with any release
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Time-lagged_assymptotic_dependence/

Version Published Release Notes
1.1.0.0

Added function window_TDC.m
1.0.0.0