Characterization and construction of max-stable processes
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Cited in
(13)- \(t\)-copula from the viewpoint of tail dependence matrices
- An exceptional max-stable process fully parameterized by its extremal coefficients
- On the structure and representations of max-stable processes
- On approximating max-stable processes and constructing extremal copula functions
- On tail dependence matrices. The realization problem for parametric families
- On the distribution of a max-stable process conditional on max-linear functionals
- Random tessellations associated with max-stable random fields
- Efficient simulation of Brown-Resnick processes based on variance reduction of Gaussian processes
- Extremal \(t\) processes: elliptical domain of attraction and a spectral representation
- Tail correlation functions of max-stable processes
- The realization problem for tail correlation functions
- A study of one-factor copula models from a tail dependence perspective
- Multivariate max-stable processes and homogeneous functionals
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