Extreme values of random or chaotic discretization steps.
Year of publication: |
2012-05
|
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Authors: | Garcin, Matthieu ; Guegan, Dominique |
Institutions: | Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) |
Subject: | Spacings | extreme values | copula | discretization | dynamical systems | invariant measure |
Extent: | application/pdf |
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Series: | Documents de travail du Centre d'Economie de la Sorbonne. - ISSN 1955-611X. |
Type of publication: | Book / Working Paper |
Notes: | 20 pages |
Source: |
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