Representations of \(\max\)-stable processes via exponential tilting (Q1660307)

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Representations of \(\max\)-stable processes via exponential tilting
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    Representations of \(\max\)-stable processes via exponential tilting (English)
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    15 August 2018
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    \(\max\)-stable process
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    spectral tail process
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    Brown-Resnick stationary
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    Dieker-Mikosch representation
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    inf-argmax representation
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    Pickands constants
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    tilt-shift formula
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    extremal index
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