Работы, цитирующие эту работу

Работ: 2

Работа: Extreme Values, Regular Variation and Point Processes

1. Poisson limits for U-statistics

   André Dabrowski, Herold Dehling, Thomas Mikosch +1

   СтатьяFinancial Risk and Volatility ModelingStochastic Processes and their Applications2002Цитирований: 0

   ABIABI:AkademIndex/openalex/2002.article.000040

2. Records for time-dependent stationary Gaussian sequences

   Michael Falk, Amir Khorrami Chokami, Simone A. Padoan

   СтатьяFinancial Risk and Volatility ModelingJournal of Applied Probability2020Цитирований: 0

   ABIABI:AkademIndex/openalex/2020.article.000991