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  Tail dependence of recursive max-linear models with regularly varying noise variables
 
 
Title: Tail dependence of recursive max-linear models with regularly varying noise variables
Author: Gissibl, Nadine
Klüppelberg, Claudia
Otto, Moritz
Appeared in: Econometrics and statistics
Paging: Volume 6 (2018) nr. C pages 149-167
Year: 2018
Contents:
Publisher: EcoSta Econometrics and Statistics
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 10 of 10 found articles
 
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