span class="math inline">\((j=1, \ldots,
d)\)</span>.</p>
</div>
<div id="coles-and-tawn-dirichlet-distribution" class="section level2">
<h2>Coles and Tawn Dirichlet distribution</h2>
<p>The Dirichlet (<code>ct</code>) model of <span class="citation">Coles
and Tawn (1991)</span> has spectral density <span class="math display">\[\begin{align*}
h_{\boldsymbol{W}}(\boldsymbol{w}) = \frac{1}{d} \frac{\Gamma
\left(1+\sum_{j=1}^d \alpha_j\right)}{\prod_{j=1}^d \alpha_jw_j}
\left(\sum_{j=1}^d \alpha_jw_j\right)^{-