Tail Dependence of a Pareto Process (Q5261873)
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scientific article; zbMATH DE number 6456582
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail Dependence of a Pareto Process |
scientific article; zbMATH DE number 6456582 |
Statements
Tail Dependence of a Pareto Process (English)
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8 July 2015
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heavy-tailed autoregressive process
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Pareto process
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extreme values
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