Stationary min-stable stochastic processes
From MaRDI portal
Publication:1065455
DOI10.1007/BF00344716zbMath0577.60034OpenAlexW4253316811MaRDI QIDQ1065455
James III Pickands, L. F. M. de Haan
Publication date: 1986
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00344716
Related Items (38)
On convergence toward an extreme value distribution in \(C[0,1\)] ⋮ Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang ⋮ Ergodic decompositions of stationary max-stable processes in terms of their spectral functions ⋮ The Extremal Dependence Measure and Asymptotic Independence ⋮ A note on maxima of bivariate random vectors ⋮ Representations of \(\max\)-stable processes via exponential tilting ⋮ Extremes of \(q\)-Ornstein-Uhlenbeck processes ⋮ Local asymptotic normality in a stationary model for spatial extremes ⋮ On max-stable processes and the functional \(D\)-norm ⋮ Generalized madogram and pairwise dependence of maxima over two regions of a random field ⋮ Max-stable processes for modeling extremes observed in space and time ⋮ Invariance properties of random vectors and stochastic processes based on the zonoid concept ⋮ Spatial risk measures and applications to max-stable processes ⋮ Spectral representations of sum- and max-stable processes ⋮ Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions ⋮ Simulation of Brown-Resnick processes ⋮ On the regular variation of ratios of jointly Fréchet random variables ⋮ Strong mixing properties of max-infinitely divisible random fields ⋮ Generalized Inv-Log-Gamma-G processes ⋮ On min-stable horse races with infinitely many horses ⋮ Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes ⋮ On the ergodicity and mixing of max-stable processes ⋮ Multivariate max-stable processes and homogeneous functionals ⋮ Conditional sampling for spectrally discrete max-stable random fields ⋮ On the association of sum- and max-stable processes ⋮ Spatial extremes: models for the stationary case ⋮ Capturing the multivariate extremal index: bounds and interconnections ⋮ On the structure and representations of max-stable processes ⋮ Space‒time max-stable models with spectral separability ⋮ Stochastic integral representations and classification of sum- and max-infinitely divisible processes ⋮ It was 30 years ago today when Laurens de Haan went the multivariate way ⋮ On extremal index of max-stable random fields ⋮ Functionals of clusters of extremes ⋮ Stationary max-stable fields associated to negative definite functions ⋮ Moving-maximum models for extrema of time series ⋮ Pickands’ constant at first order in an expansion around Brownian motion ⋮ On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions ⋮ A Survey of Dynamic Representations and Generalizations of the Marshall–Olkin Distribution
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Extremes and related properties of random sequences and processes
- Point processes and multivariate extreme values
- A spectral representation for max-stable processes
- On the spectral representation of symmetric stable processes
- Limit theory for multivariate sample extremes
- Properties of Sample Functions of a Stationary Gaussian Process
- The two-dimensional Poisson process and extremal processes
This page was built for publication: Stationary min-stable stochastic processes
