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Sojourn times and the fragility index
Falk, Michael
;
Hofmann, Martin
- In:
Stochastic Processes and their Applications
122
(
2012
)
3
,
pp. 1110-1128
process corresponding to Y is in the functional domain of attraction of a
max-stable
process
. This limit coincides with the …
Persistent link: https://www.econbiz.de/10011065067
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