On approximating max-stable processes and constructing extremal copula functions

Zhengjun Zhang ()

Statistical Inference for Stochastic Processes, 2009, vol. 12, issue 1, 89-114

Keywords: Extreme value distribution; Max-stable process; Copula; Order statistics; Non-standard estimators (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (6)

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DOI: 10.1007/s11203-008-9027-2

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