Extreme value theory for space-time processes withheavy-tailed distributions

38 Citations (Scopus)

Original language	English
Journal	Stochastic Processes and Their Applications
Volume	118
Pages (from-to)	560-584
Number of pages	25
ISSN	0304-4149
Publication status	Published - 2008

Cite this

@article{d43000e00f7c11ddbee902004c4f4f50,

title = "Extreme value theory for space-time processes withheavy-tailed distributions",

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

year = "2008",

language = "English",

volume = "118",

pages = "560--584",

journal = "Stochastic Processes and their Applications",

issn = "0304-4149",

publisher = "Elsevier BV * North-Holland",

}