Dependence Modeling > 2015 > 3 > 1
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journal ISSN : | 2300-2298 |
DOI | 10.1515/demo-2015-0003 |
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Bibliography
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[1] Ballani, F. and Schlather, M. (2011). A construction principle for multivariate extreme value distributions. Biometrika, 98(3):633-645. [Crossref][WoS]
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[2] Barndorff-Nielsen, O. E.,Maejima, M., and Sato, K.-I. (2006a). Infinite divisibility for stochastic processes and time change. J. Theoret. Probab., 19(2):411-446.
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[3] Barndorff-Nielsen, O. E.,Maejima, M., and Sato, K.-I. (2006b). Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations. Bernoulli, 12(1):1-33.