On Max-Multiscaling Distributions as Extended Max-Semistable Ones

DOI10.1081/STM-200033119MaRDI QIDQ3157864zbMATH OpenFDO

Authors Mohamed Ben Alaya, Thierry E. Huillet

Publication date 19 January 2005

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/STM-200033119

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Extreme value theory; extremal stochastic processes (60G70)

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Cites work

• Domains of geometric partial attraction of max-semistable laws: Structure, merge and almost sure limit theorems
• scientific article; zbMATH DE number 3814654 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
• Max-infinite divisibility
• Self-similar extremal processes
• Semi-self-similar extremal processes
• Sur certaines martingales de Benoit Mandelbrot
• Sur Une Équation Fonctionnelle Et SES Applications: Une Extension Du Théorème De Kesten-Stigum Concernant Des Processus De Branchement

Cited in

(4)

• Higher-order expansions of distributions of maxima in a Hüsler-Reiss model
• Properties of the multiscale maxima and zero-crossings representations
• On an extension of min-semistable distributions
• Generalized Pickands' estimators for the tail index parameter and max-semistability

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