A Constructive Proof for the Extremal Coefficient of a Dissipative Max-Stable Process on Z being a Set Covariance
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Bibliographic InfoPaper provided by Courant Research Centre PEG in its series Courant Research Centre: Poverty, Equity and Growth - Discussion Papers with number 31.
Date of creation: 25 May 2010
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set covariance function; extremal coefficient function; extremal dependence; extreme value theory;
This paper has been announced in the following NEP Reports:
- NEP-ALL-2010-06-04 (All new papers)
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