Extreme values of a portfolio of Gaussian processes and a trend

Author: Hüsler Jürg   Schmid Christoph  

Publisher: Springer Publishing Company

ISSN: 1386-1999

Source: Extremes, Vol.8, Iss.3, 2005-09, pp. : 171-189

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract