Extreme Value Theory for Space-Time Processes with Heavy-Tailed Distributions

Publikation: Working paper › Forskning

Standard

Extreme Value Theory for Space-Time Processes with Heavy-Tailed Distributions. / Davis, Richard A.; Mikosch, Thomas Valentin.

Laboratory of Actuarial Mathematics / Copenhagen University : <Forlag uden navn>, 2006. s. 1-22.

Publikation: Working paper › Forskning

Harvard

Davis, RA & Mikosch, TV 2006 'Extreme Value Theory for Space-Time Processes with Heavy-Tailed Distributions' <Forlag uden navn>, Laboratory of Actuarial Mathematics / Copenhagen University, s. 1-22.

APA

Davis, R. A., & Mikosch, T. V. (2006). Extreme Value Theory for Space-Time Processes with Heavy-Tailed Distributions. (s. 1-22). <Forlag uden navn>.

Vancouver

Davis RA, Mikosch TV. Extreme Value Theory for Space-Time Processes with Heavy-Tailed Distributions. Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>. 2006, s. 1-22.

Author

Davis, Richard A. ; Mikosch, Thomas Valentin. / Extreme Value Theory for Space-Time Processes with Heavy-Tailed Distributions. Laboratory of Actuarial Mathematics / Copenhagen University : <Forlag uden navn>, 2006. s. 1-22

Bibtex

@techreport{9b88ff006c3711dcbee902004c4f4f50,
title = "Extreme Value Theory for Space-Time Processes with Heavy-Tailed Distributions",
author = "Davis, {Richard A.} and Mikosch, {Thomas Valentin}",
year = "2006",
language = "English",
isbn = "87-91927-08-0",
pages = "1--22",
publisher = "<Forlag uden navn>",
type = "WorkingPaper",
institution = "<Forlag uden navn>",

}

RIS

TY - UNPB

T1 - Extreme Value Theory for Space-Time Processes with Heavy-Tailed Distributions

AU - Davis, Richard A.

AU - Mikosch, Thomas Valentin

PY - 2006

Y1 - 2006

M3 - Working paper

SN - 87-91927-08-0

SP - 1

EP - 22

BT - Extreme Value Theory for Space-Time Processes with Heavy-Tailed Distributions

PB - <Forlag uden navn>

CY - Laboratory of Actuarial Mathematics / Copenhagen University

ER -

ID: 1106817