Tail Dependence of a Pareto Process

DOI10.1007/978-3-319-05323-3_17zbMath1319.60115OpenAlexW1529984757MaRDI QIDQ5261873

Marta Ferreira

Publication date: 8 July 2015

Published in: New Advances in Statistical Modeling and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-05323-3_17

zbMATH Keywords

extreme valuesPareto processheavy-tailed autoregressive process

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Related Items (1)

Tail Dependence Under Sample Failures

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