A Constructive Proof for the Extremal Coefficient of a Dissipative Max-Stable Process on Z being a Set Covariance
| Year of publication: |
2010
|
|---|---|
| Authors: | Ehlert, Andree ; Schlather, Martin |
| Publisher: |
Göttingen : Georg-August-Universität Göttingen, Courant Research Centre - Poverty, Equity and Growth (CRC-PEG) |
| Subject: | set covariance function | extremal coefficient function | extremal dependence | extreme value theory |
| Series: | Discussion Papers ; 31 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | 782299245 [GVK] hdl:10419/90540 [Handle] RePEc:got:gotcrc:031 [RePEc] |
| Source: |
Persistent link: https://www.econbiz.de/10010329980