Pages that link to "Item:Q2359702"
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The following pages link to Ergodic decompositions of stationary max-stable processes in terms of their spectral functions (Q2359702):
Displaying 18 items.
- The tail process revisited (Q1633433) (← links)
- Tail measure and spectral tail process of regularly varying time series (Q1634191) (← links)
- Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
- Generalized Pickands constants and stationary max-stable processes (Q1692075) (← links)
- Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey (Q1745668) (← links)
- Stable random fields indexed by finitely generated free groups (Q1800817) (← links)
- A family of random sup-measures with long-range dependence (Q1994515) (← links)
- Spectral tail processes and max-stable approximations of multivariate regularly varying time series (Q2000137) (← links)
- On extremal index of max-stable random fields (Q2044290) (← links)
- The tail process and tail measure of continuous time regularly varying stochastic processes (Q2121643) (← links)
- Tail measures and regular variation (Q2144349) (← links)
- Multivariate max-stable processes and homogeneous functionals (Q2244507) (← links)
- Approximation of supremum of max-stable stationary processes \& Pickands constants (Q2297332) (← links)
- On Extremal Index of max-stable stationary processes (Q4578299) (← links)
- Long range dependence for stable random processes (Q4997693) (← links)
- On the continuity of Pickands constants (Q5067218) (← links)
- Tail processes and tail measures: an approach via Palm calculus (Q6144815) (← links)
- On Berman functions (Q6204675) (← links)
