Asymptotics of convolution with the semi-regular-variation tail and its application to risk.
- Published in:
- Extremes, 2018, v. 21, n. 4, p. 509, doi. 10.1007/s10687-018-0326-8
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- Publication type:
- Article
Works matching IS 13861999 AND DT 2018 AND VI 21 AND IP 4
Results: 6
1
2
An estimator of the stable tail dependence function based on the empirical beta copula.
- Published in:
- Extremes, 2018, v. 21, n. 4, p. 581, doi. 10.1007/s10687-018-0315-y
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- Publication type:
- Article
3
Prediction of catastrophes in space over time.
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- Extremes, 2018, v. 21, n. 4, p. 601, doi. 10.1007/s10687-018-0314-z
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- Publication type:
- Article
4
Extreme value estimation for discretely sampled continuous processes.
- Published in:
- Extremes, 2018, v. 21, n. 4, p. 533, doi. 10.1007/s10687-018-0313-0
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- Publication type:
- Article
5
The tail process revisited.
- Published in:
- Extremes, 2018, v. 21, n. 4, p. 551, doi. 10.1007/s10687-018-0312-1
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- Publication type:
- Article
6
Processes of r<sup>th</sup> largest.
- Published in:
- Extremes, 2018, v. 21, n. 4, p. 485, doi. 10.1007/s10687-018-0308-x
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- Publication type:
- Article