Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences
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Publication:2101467
DOI10.1016/j.jmva.2022.105117OpenAlexW4304014682MaRDI QIDQ2101467
Publication date: 6 December 2022
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.04630
Extreme value theory; extremal stochastic processes (60G70) Self-similar stochastic processes (60G18) Multivariate analysis (62Hxx)
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Cites Work
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