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Spectral tail processes and max-stable approximations of multivariate regularly varying time series
Anja Janßen
Department of Mathematical Sciences
4
Citations (Scopus)
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Dive into the research topics of 'Spectral tail processes and max-stable approximations of multivariate regularly varying time series'. Together they form a unique fingerprint.
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Mathematics
Approximation
56%
Extreme Events
23%
Imply
10%
Limiting Distribution
15%
Multivariate Time Series
20%
Regular Variation
20%
Spectrality
83%
Stable Process
36%
Stationarity
17%
Stationary Time Series
20%
Tail
99%
Time Change
21%
Time series
100%
Engineering & Materials Science
Time series
96%