Extremal stochastic integrals: a parallel between max-stable processes and α-stable processes

By Stilian A. Stoev, Murad S. Taqqu. 2005

93 citations recorded by the source corpus.

Subfields: Finance, Global and Planetary Change

View Paper: https://www.semanticscholar.org/paper/08c4ae1b70abd848a98e9100bd1dd8e9a23bda0d

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

  1. Zakhar Kabluchko
  2. Yizao Wang
  3. Stilian A. Stoev
  4. Sebastian Engelke
  5. A. C. Davison
  6. Mathieu Ribatet
  7. Peiman Asadi
  8. Martin Schlather

In Global and Planetary Change

  1. Yizao Wang
  2. Zakhar Kabluchko
  3. Stilian A. Stoev

Citations in the corpus