How to model multivariate extremes if one must? (Q5313467): Difference between revisions

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+A characterization of multivariate regular variation.
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+Regular variation of GARCH processes.
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+Generalized autoregressive conditional heteroscedasticity
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+Nonparametric estimation of the spectral measure of an extreme value distribution.
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+On convergence toward an extreme value distribution in \(C[0,1]\)
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+Limit theory for multivariate sample extremes
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+Sea and wind: multivariate extremes at work
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+Extremal behavior of regularly varying stochastic processes
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+The supremum of a negative drift random walk with dependent heavy-tailed steps.
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