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On second order conditions in the multivariate block maxima and peak over threshold method
Bücher, Axel, Volgushev, Stanislav, Zou, NanVolume:
173
Journal:
Journal of Multivariate Analysis
DOI:
10.1016/j.jmva.2019.04.011
Date:
September, 2019
File:
PDF, 469 KB
2019