A Constructive Proof for the Extremal Coefficient of a Dissipative Max-Stable Process on Z being a Set Covariance

Andree Ehlert and Martin Schlather
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Andree Ehlert: Georg-August-University Göttingen
Martin Schlather: Georg-August-University Göttingen

No 31, Courant Research Centre: Poverty, Equity and Growth - Discussion Papers from Courant Research Centre PEG

Keywords: set covariance function; extremal coefficient function; extremal dependence; extreme value theory (search for similar items in EconPapers)
Date: 2010-05-25
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