User menu

Extreme value copula estimation based on block maxima of a multivariate stationary time series

Bibliographic reference Bücher, Axel ; Segers, Johan. Extreme value copula estimation based on block maxima of a multivariate stationary time series. ISBA Discussion Paper ; 2013/49 (2013) 30 pages
Permanent URL http://hdl.handle.net/2078.1/135775