On Tail Dependence: A Characterization for First-Order Max-Autoregressive Processes

AuthID
 P-002-HW8
1
Author(s)
Document Type
Article
Year published
2011
Published
in MATHEMATICAL NOTES, ISSN: 0001-4346
Volume: 90, Issue: 5-6, Pages: 882-893 (12)
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Publication Identifiers
SCOPUS: 2-s2.0-84855179669
Wos: WOS:000298659000027
Source Identifiers
ISSN: 0001-4346
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