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On the estimation and application of max-stable processes - MaRDI portal

On the estimation and application of max-stable processes (Q2266884)

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On the estimation and application of max-stable processes
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    On the estimation and application of max-stable processes (English)
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    26 February 2010
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    multivariate extremes
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    multivariate maxima of moving maxima
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    extreme value distribution
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    empirical distribution
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    estimation
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    extreme dependence
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    extreme co-movement
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