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On the effect of long-range dependence on extreme value copula estimation with fixed marginals

On the effect of long-range dependence on extreme value copula estimation with fixed marginals

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BERAN, Jan, 2016. On the effect of long-range dependence on extreme value copula estimation with fixed marginals. In: Communications in Statistics - Theory and Methods. 45(19), pp. 5590-5618. ISSN 0361-0926. eISSN 1532-415X. Available under: doi: 10.1080/03610926.2014.948198

@article{Beran2016-10effec-33392, title={On the effect of long-range dependence on extreme value copula estimation with fixed marginals}, year={2016}, doi={10.1080/03610926.2014.948198}, number={19}, volume={45}, issn={0361-0926}, journal={Communications in Statistics - Theory and Methods}, pages={5590--5618}, author={Beran, Jan} }

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