Decomposition for multivariate extremal processes

DOI10.1080/03610929608831729zbMath0875.60010OpenAlexW2138365823MaRDI QIDQ4337154

Elisaveta Pancheva, August A. Balkema

Publication date: 11 November 1997

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831729

zbMATH Keywords

weak convergencedecompositiondistribution functionextremal processmax-infinitely divisiblemultivariate extremeblottinglower curvemax-incrementmax-indecomposablesufficiently rich

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Related Items

Approximation of aggregate and extremal losses within the very heavy tails framework ⋮ Limit theorems for extremal processes generated by a point process with correlated time and space components ⋮ Self-similar extremal processes ⋮ Semi-self-similar extremal processes

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