The behavior of multivariate maxima of moving maxima processes
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Publication:4660535
DOI10.1239/jap/1101840556zbMath1122.60052OpenAlexW4300649414MaRDI QIDQ4660535
Zhengjun Zhang, Richard L. Smith
Publication date: 4 April 2005
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/583c7234fd95062ccf414efb6e182e508ed170a6
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Stable stochastic processes (60G52)
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