Publication:4915365
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zbMath1268.60074MaRDI QIDQ4915365
Marta Ferreira, Helena Ferreira
Publication date: 10 April 2013
Full work available at URL: http://www.kybernetika.cz/content/2012/5/988
60G70: Extreme value theory; extremal stochastic processes
Related Items
Tail Dependence Under Sample Failures, Extremes of multivariate ARMAX processes, Multidimensional extremal dependence coefficients, Estimating the extremal index through local dependence, Clustering of high values in random fields, Extremes of scale mixtures of multivariate time series, Extremal properties of M4 processes, Estimating multivariate extremal dependence: a new proposal
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