Extreme value theory for space-time processes withheavy-tailed distributions

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Standard

Extreme value theory for space-time processes withheavy-tailed distributions. / Mikosch, Thomas Valentin; Davis, Richard A.

I: Stochastic Processes and Their Applications, Bind 118, 2008, s. 560-584.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Mikosch, TV & Davis, RA 2008, 'Extreme value theory for space-time processes withheavy-tailed distributions', Stochastic Processes and Their Applications, bind 118, s. 560-584.

APA

Mikosch, T. V., & Davis, R. A. (2008). Extreme value theory for space-time processes withheavy-tailed distributions. Stochastic Processes and Their Applications, 118, 560-584.

Vancouver

Mikosch TV, Davis RA. Extreme value theory for space-time processes withheavy-tailed distributions. Stochastic Processes and Their Applications. 2008;118:560-584.

Author

Mikosch, Thomas Valentin ; Davis, Richard A. / Extreme value theory for space-time processes withheavy-tailed distributions. I: Stochastic Processes and Their Applications. 2008 ; Bind 118. s. 560-584.

Bibtex

@article{d43000e00f7c11ddbee902004c4f4f50,
title = "Extreme value theory for space-time processes withheavy-tailed distributions",
author = "Mikosch, {Thomas Valentin} and Davis, {Richard A.}",
year = "2008",
language = "English",
volume = "118",
pages = "560--584",
journal = "Stochastic Processes and their Applications",
issn = "0304-4149",
publisher = "Elsevier BV * North-Holland",

}

RIS

TY - JOUR

T1 - Extreme value theory for space-time processes withheavy-tailed distributions

AU - Mikosch, Thomas Valentin

AU - Davis, Richard A.

PY - 2008

Y1 - 2008

M3 - Journal article

VL - 118

SP - 560

EP - 584

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

SN - 0304-4149

ER -

ID: 3749327