Record values in Archimedean copula processes

MaRDI QIDQ4801557zbMATH OpenFDO

Authors Ludmila Nevzorova, Narayanaswamy Balakrishnan, V. B. Nevzorov

Publication date 23 June 2003

zbMATH Keywords

Archimedean copula processextremesrecord indicatorsrecord timesrecord values

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

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Cited in

(2)

• scientific article; zbMATH DE number 1098865 (Why is no real title available?)
• Normalizing constants for record values in Archimedean copula processes

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