On the dependence of structure of multivariate processes and corresponding hitting times (Q1333191)
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scientific article; zbMATH DE number 638483
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the dependence of structure of multivariate processes and corresponding hitting times |
scientific article; zbMATH DE number 638483 |
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On the dependence of structure of multivariate processes and corresponding hitting times (English)
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29 January 1995
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extreme dependence function
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stationary process
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minimal repair
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autoregressive model
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dependence properties among the hitting times
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positive and negative dependent structure
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0.9581176
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0.9425551
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