TY  - JOUR
AU  - M. Ferreira
TI  - On Tail Dependence: A Characterization for First-Order Max-Autoregressive Processes
JO  - Matematičeskie zametki
PY  - 2011
SP  - 902
EP  - 917
VL  - 90
IS  - 6
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MZM_2011_90_6_a7/
LA  - ru
ID  - MZM_2011_90_6_a7
ER  -