On the dependence of structure of multivariate processes and corresponding hitting times
type: Item
instance of: scholarly article
title: On the dependence of structure of multivariate processes and corresponding hitting times
zbMATH Open document ID: 0805.60047
author: Nader Ebrahimi
published in: Journal of Multivariate Analysis
publication date: 1995-01-29T00:00:00Z
Mathematics Subject Classification ID: 60G99
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 62N05
zbMATH DE Number: 638483
zbMATH Keywords: extreme dependence function
zbMATH Keywords: stationary process
zbMATH Keywords: minimal repair
zbMATH Keywords: autoregressive model
zbMATH Keywords: dependence properties among the hitting times
zbMATH Keywords: positive and negative dependent structure
MaRDI profile type: Publication
full work available at URL: jmva.1994.1034
OpenAlex ID: W2021430347
DOI: 10.1006/JMVA.1994.1034
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description: scientific article; zbMATH DE number 638483