𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Domains of Attraction for semi-martingales taking values in the tempered distributions space

✍ Scribed by Raul Fierro


Book ID
112474061
Publisher
Springer US
Year
1990
Tongue
English
Weight
724 KB
Volume
3
Category
Article
ISSN
0894-9840

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πŸ“œ SIMILAR VOLUMES


Examples for the coefficient of tail dep
✍ Martin Schlather πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 102 KB

The tail behaviour of many bivariate distributions with unit Frà echet margins can be characterised by the coe cient of tail dependence and a slowly varying function. We show that such a characterisation is not always possible, and neither implies nor is implied by the fact that the distribution bel