Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s10687-014-0196-7.pdf
Reference22 articles.
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2. Das, B., Engelke, S., Hashorva, E.: Extremal behavior of squared bessel processes attracted by the Brown-Resnick process. Stoch. Process. Appl., in press. (2014)
3. Davis, R.A.: Maxima and minima of stationary sequences. Ann. Probab. 3, 453–460 (1979)
4. Engelke, S., Kabluchko, Z., Schlather M.: Maxima of independent, non-identically distributed Gaussian vectors. Bernoulli, in press (2014)
5. Frick, M., Reiss, R.-D.: Limiting distributions of maxima under triangular schemes. J. Multivar. Anal. 101, 2346–2357 (2010)
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