Models for dependent extremes using stable mixtures
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Publication:3552949
zbMath1195.62067arXiv0711.2345MaRDI QIDQ3552949
Anne-Laure Fougères, Holger Rootzén, John P. Nolan
Publication date: 22 April 2010
Full work available at URL: https://arxiv.org/abs/0711.2345
60E07: Infinitely divisible distributions; stable distributions
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G32: Statistics of extreme values; tail inference
62J10: Analysis of variance and covariance (ANOVA)
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