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- scientific article; zbMATH DE number 3766092 (Why is no real title available?)
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- A spectral representation for max-stable processes
- Extremes and related properties of random sequences and processes
- Limit theory for multivariate sample extremes
- On the spectral representation of symmetric stable processes
- Point processes and multivariate extreme values
- Properties of Sample Functions of a Stationary Gaussian Process
- The two-dimensional Poisson process and extremal processes
Cited in
(45)- On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions
- Spectral representations of sum- and max-stable processes
- Functionals of clusters of extremes
- On the ergodicity and mixing of max-stable processes
- Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang
- Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions
- Stationary max-stable fields associated to negative definite functions
- On the structure and representations of max-stable processes
- Extremes of \(q\)-Ornstein-Uhlenbeck processes
- On subsets of \(L^ p\) and p-stable processes
- A survey of dynamic representations and generalizations of the Marshall-Olkin distribution
- Strong mixing properties of max-infinitely divisible random fields
- Simulation of Brown-Resnick processes
- A note on maxima of bivariate random vectors
- Shift-invariant homogeneous classes of random fields
- Generalized Inv-Log-Gamma-G processes
- It was 30 years ago today when Laurens de Haan went the multivariate way
- Spatial extremes: models for the stationary case
- Spatial risk measures and applications to max-stable processes
- Local asymptotic normality in a stationary model for spatial extremes
- On the association of sum- and max-stable processes
- Invariance properties of random vectors and stochastic processes based on the zonoid concept
- On min-stable horse races with infinitely many horses
- Conditional sampling for spectrally discrete max-stable random fields
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- Stationarity of multivariate particle systems
- Multivariate max-stable processes and homogeneous functionals
- On the regular variation of ratios of jointly Fréchet random variables
- Max-stable processes for modeling extremes observed in space and time
- On convergence toward an extreme value distribution in \(C[0,1]\)
- Space-time max-stable models with spectral separability
- Pickands' constant at first order in an expansion around Brownian motion
- Moving-maximum models for extrema of time series
- On extremal index of max-stable random fields
- Representations of \(\max\)-stable processes via exponential tilting
- Capturing the multivariate extremal index: bounds and interconnections
- Generalized madogram and pairwise dependence of maxima over two regions of a random field.
- Sample and ergodic properties of some min-stable processes
- On max-stable processes and the functional \(D\)-norm
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- Stochastic integral representations and classification of sum- and max-infinitely divisible processes
- Semi-min-stable processes
- Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes
- Ergodic decompositions of stationary max-stable processes in terms of their spectral functions
- The Extremal Dependence Measure and Asymptotic Independence
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