Estimates of the rate of convergence for max-stable processes

DOI10.1214/AOP/1176991420zbMATH Open0678.60019OpenAlexW2059299523MaRDI QIDQ1124201FDOQ1124201

Authors: Laurens De Haan, Svetlozar T. Rachev 

Publication date: 1989

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991420

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zbMATH Keywords

uniform estimatesmax-stableminimal metricnormalized maximasummation scheme

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

Cited In (10)

• An estimate of the rate of convergence of the distribution of the maximum probability process in the nonregular case
• Title not available (Why is that?)
• Rates of convergence in multivariate extreme value theory
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• Geometric stable distributions in Banach spaces
• Modeling asset returns with alternative stable distributions^*
• Rates of convergence of \(\alpha\)-stable random motions
• Rate-of-convergence in the multivariate max-stable limit theorem
• Conditioned limit laws for inverted max-stable processes

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