Extremal index for a class of heavy-tailed stochastic processes in risk theory
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Publication:2417442
DOI10.1007/978-3-319-96941-1_12zbMATH Open1414.62164OpenAlexW2921844532MaRDI QIDQ2417442
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Publication date: 12 June 2019
Full work available at URL: https://doi.org/10.1007/978-3-319-96941-1_12
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