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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. (author)
MATHEMATICAL NOTES -NEW YORK- C/C OF MATEMATICHESKIE ZAMETIK ; 90 ; 882-893
2011-01-01
12 pages
Article (Journal)
English
DDC:
510
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