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| Untersuchte Arbeit: Seite: 127, Zeilen: 27-31 |
Quelle: Zhang Smith 2004b Seite(n): 1, Zeilen: 9-14 |
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| The infinite dimensional generalization of extreme value theory, which leads to max-stable processes, introduced by De Haan (1984). These processes have the potential to describe clustering behaviour. One of the most important features of max-stable processes is that they do not only model the dependence among the marginals, but also model the dependence across time. | Max-stable processes, introduced by de Haan (1984), are an infinite-dimensional generalization of extreme value theory which does have the potential to describe clustering behavior. [...] One of the most important features of max-stable processes is that it does not only model the cross-sectional dependence, but also models the dependence across time. |
Inhaltlich und in vielen Formulierungen aus der Quelle übernommen, ohne dass diese genannt wäre. |
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