Tail measure and spectral tail process of regularly varying time series
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Publication:1634191
DOI10.1214/18-AAP1410zbMath1404.60074arXiv1710.08358OpenAlexW2896242812WikidataQ129119914 ScholiaQ129119914MaRDI QIDQ1634191
Enkelejd Hashorva, Clément Dombry, Philippe Soulier
Publication date: 17 December 2018
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.08358
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