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Max-stable random sup-measures with comonotonic tail dependence

Molchanov, Ilya and Strokorb, Kirstin 2016. Max-stable random sup-measures with comonotonic tail dependence. Stochastic Processes and their Applications 126 (9) , pp. 2835-2859. 10.1016/j.spa.2016.03.004

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Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Publisher: Elsevier
ISSN: 0304-4149
Funders: SNSF 200021-153597
Date of First Compliant Deposit: 6 January 2017
Date of Acceptance: 9 March 2016
Last Modified: 17 Oct 2019 10:32
URI: http://orca.cf.ac.uk/id/eprint/97227

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