Tail correlation functions of max-stable processes-Reference-Cited by-同舟云学术

Tail correlation functions of max-stable processes

Published:2015-01-25 Issue:2 Volume:18 Page:241-271
ISSN:1386-1999
Container-title:Extremes
language:en
Short-container-title:Extremes

Author:

Strokorb Kirstin,Ballani Felix,Schlather Martin

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/s10687-014-0212-y.pdf

Reference63 articles.

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3. Berg, C., Mateu, J., Porcu, E.: The Dagum family of isotropic correlation functions. Bernoulli 14(4), 1134–1149 (2008)

4. Blanchet, J., Davison, A.C.: Spatial modeling of extreme snow depth. Ann. Appl. Stat. 5(3), 1699–1725 (2011)

5. Bochner S.: Harmonic analysis and probability theory. Berkeley and Los Angeles (1955)

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