Work

The effect of long-range dependence on modelling extremes with the generalised extreme value distribution

Year: 2009

Type: article

Source: The European Physical Journal Special Topics

DOI: 10.1140/epjst/e2009-01092-8

Author: H. W. Rust

Institutions: Institut Pierre-Simon Laplace, Laboratoire des Sciences du Climat et de l'Environnement

Language: English

Topic: Probability and Risk Models

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2113633153

FWCI: 3.165

Cites: 35

Cited by: 33

Related to: 10