The behavior of multivariate maxima of moving maxima processes
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Cites work
- A spectral representation for max-stable processes
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- scientific article; zbMATH DE number 3820920 (Why is no real title available?)
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
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- Quotient correlation: a sample based alternative to Pearson's correlation
Cited in
(37)- Extremal financial risk models and portfolio evaluation
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