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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. In: Extremes : statistical theory and applications in science, engineering and economics, Vol. 17, p. 495-528 (2014)
Permanent URL http://hdl.handle.net/2078.1/144722
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