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Time-lagged assymptotic dependence

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Time-lagged assymptotic dependence



09 Oct 2011 (Updated )

Tail dependence coefficient and extremal variogram with time lag, summarizing parameters

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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

MATLAB release MATLAB 7.7 (R2008b)
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14 Oct 2011 1.1

Added function window_TDC.m

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