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Functional regular variations, Pareto processes and peaks over threshold
Journal article   Open access

Functional regular variations, Pareto processes and peaks over threshold

Clément Dombry and Mathieu Ribatet
Statistics and Its Interface, Vol.8(1), pp.9-17
2015
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https://doi.org/10.4310/SII.2015.v8.n1.a2View
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