Extreme Value Theory for Space-Time Processes with Heavy-Tailed Distributions

Originalsprog	Engelsk
Udgivelsessted	Laboratory of Actuarial Mathematics / Copenhagen University
Udgiver	<Forlag uden navn>
Sider	1-22
ISBN (Trykt)	87-91927-08-0
Status	Udgivet - 2006

Citationsformater

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title = "Extreme Value Theory for Space-Time Processes with Heavy-Tailed Distributions",

author = "Davis, {Richard A.} and Mikosch, {Thomas Valentin}",

year = "2006",

language = "English",

isbn = "87-91927-08-0",

pages = "1--22",

publisher = "<Forlag uden navn>",

type = "WorkingPaper",

institution = "<Forlag uden navn>",

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TY - UNPB

T1 - Extreme Value Theory for Space-Time Processes with Heavy-Tailed Distributions

AU - Davis, Richard A.

AU - Mikosch, Thomas Valentin

PY - 2006

Y1 - 2006

M3 - Working paper

SN - 87-91927-08-0

SP - 1

EP - 22

BT - Extreme Value Theory for Space-Time Processes with Heavy-Tailed Distributions

PB - <Forlag uden navn>

CY - Laboratory of Actuarial Mathematics / Copenhagen University

ER -