Extremal and additive processes generated by Pareto distributed random vectors

Author: Mitov Kosto V.   Nadarajah Saralees  

Publisher: Edp Sciences

E-ISSN: 1262-3318|18|issue|667-685

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.18, Iss.issue, 2014-10, pp. : 667-685

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Abstract