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Paper detail

Systematic co-occurrence of tail correlation functions among max-stable processes

The tail correlation function (TCF) is one of the most popular bivariate extremal dependence measures that has entered the literature under various names. We study to what extent the TCF can distinguish between different classes of well-known max-stable processes and identify essentially different processes sharing the same TCF.

preprint2014arXivOpen access
Kirstin StrokorbFelix BallaniMartin Schlather
math.PR
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Kirstin StrokorbFelix BallaniMartin Schlather

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