The behavior of multivariate maxima of moving maxima processes

DOI10.1239/jap/1101840556zbMath1122.60052OpenAlexW4300649414MaRDI QIDQ4660535

Zhengjun Zhang, Richard L. Smith

Publication date: 4 April 2005

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/583c7234fd95062ccf414efb6e182e508ed170a6

zbMATH Keywords

extreme value theorymax-stable processmultivariate extremal indexmultivariate extreme

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Stable stochastic processes (60G52)

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Cites Work

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• Prediction of stationary max-stable processes
• Extremes and related properties of random sequences and processes
• Point processes and multivariate extreme values
• A spectral representation for max-stable processes
• Quotient correlation: a sample based alternative to Pearson's correlation
• Basic properties and prediction of max-ARMA processes
• On the multivariate extremal index

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