Extremal behavior of pMAX processes
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Publication:395963
DOI10.1016/j.spl.2014.06.009zbMath1327.60107arXiv1210.7430OpenAlexW1991769073MaRDI QIDQ395963
Marta Ferreira, Helena Ferreira
Publication date: 8 August 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.7430
asymptotic independencetail dependencemultivariate extreme value theoryextremal coefficientsmultivariate maxima of moving maxima (M4) process
Asymptotic distribution theory in statistics (62E20) Extreme value theory; extremal stochastic processes (60G70)
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Tail dependence and smoothness of time series ⋮ A new random field on lattices ⋮ Extremal properties of M4 processes ⋮ Asymptotic dependence of bivariate maxima
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