Extreme Value Theory for Space-Time Processes with Heavy-Tailed Distributions
Research output: Working paper › Research
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. p. 1-22.Research output: Working paper › Research
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, pp. 1-22.
APA
Davis, R. A., & Mikosch, T. V. (2006). Extreme Value Theory for Space-Time Processes with Heavy-Tailed Distributions. (pp. 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, p. 1-22.
Author
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