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On tail dependence: A characterization for first-order max-autoregressive processes
On tail dependence: A characterization for first-order max-autoregressive processes
On tail dependence: A characterization for first-order max-autoregressive processes
Ferreira, M. (Autor:in)
MATHEMATICAL NOTES -NEW YORK- C/C OF MATEMATICHESKIE ZAMETIK ; 90 ; 882-893
01.01.2011
12 pages
Aufsatz (Zeitschrift)
Englisch
DDC:
510
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