Hüsler, Jürg; Schmid, Christoph M. (2005). Extreme values of a portfolio of Gaussian processes and a trend. Extremes, 8(3), pp. 171-189. Dordrecht: Springer Science + Business Media B.V. 10.1007/s10687-006-7966-9
|
Text
10687_2006_Article_7966.pdf - Published Version Available under License Publisher holds Copyright. Download (443kB) | Preview |
Item Type: |
Journal Article (Original Article) |
|---|---|
Division/Institute: |
08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science |
UniBE Contributor: |
Hüsler, Rudolf Jürg |
ISSN: |
1386-1999 |
Publisher: |
Springer Science + Business Media B.V. |
Language: |
English |
Submitter: |
Lutz Dümbgen |
Date Deposited: |
04 Oct 2013 14:47 |
Last Modified: |
05 Dec 2022 14:14 |
Publisher DOI: |
10.1007/s10687-006-7966-9 |
BORIS DOI: |
10.7892/boris.19594 |
URI: |
https://boris.unibe.ch/id/eprint/19594 (FactScience: 2417) |
Actions (login required)
 |
Edit item |