Extremes of scale mixtures of multivariate time series
Year of publication: |
2015
|
---|---|
Authors: | Ferreira, Helena ; Ferreira, Marta |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 137.2015, C, p. 82-99
|
Publisher: |
Elsevier |
Subject: | Multivariate extreme value theory | Factor models | Tail dependence |
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