Semicontinuous processes in multi-dimensional extreme value theory
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Publication:1093243
DOI10.1016/0304-4149(87)90188-8zbMath0628.60035OpenAlexW2087160567MaRDI QIDQ1093243
Publication date: 1987
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(87)90188-8
Related Items (7)
Strong consistency and rates of convergence for a random estimator of a fuzzy set ⋮ Strong Law of Large Numbers for Stationary Sequences of Random Upper Semicontinuous Functions ⋮ Some laws of large numbers for arrays of random upper semicontinuous functions ⋮ Marginal standardization of upper semicontinuous processes. With application to max-stable processes ⋮ Stationary self-similar extremal processes ⋮ Qualitative robustness of set-valued value-at-risk ⋮ On strong laws of large numbers for random upper semicontinuous functions
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