Clusters of extremes: modeling and examples
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability
Link
http://link.springer.com/article/10.1007/s10687-017-0285-5/fulltext.html
Reference21 articles.
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3. Asmussen, S.: Applied Probability and Queues, 2nd edn. Springer, New York (2003)
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5. Basrak, B., Krizmanić, D., Segers, J.: A functional limit theorem for partial sums of dependent random variables with infinite variance. Ann. Probab. 40 (5), 2008–2033 (2012)
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