Extremal \(t\) processes: elliptical domain of attraction and a spectral representation

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Publication:391905


DOI10.1016/j.jmva.2013.08.008zbMath1282.60054arXiv1207.2296MaRDI QIDQ391905

Thomas Opitz

Publication date: 13 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.2296


60G60: Random fields

60G70: Extreme value theory; extremal stochastic processes


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