Extremal properties of M4 processes (Q2513932): Difference between revisions

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Latest revision as of 15:16, 9 July 2024

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Extremal properties of M4 processes
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    Extremal properties of M4 processes (English)
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    29 January 2015
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    multivariate extremes
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    M4 processes
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    tail dependence
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    extremal index
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    co-movement index
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