Self-similar extremal processes

DOI10.1007/BF02432363zbMATH Open0926.60045MaRDI QIDQ1286610FDOQ1286610

Elisaveta Pancheva

Publication date: 2 May 1999

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

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zbMATH Keywords

\(d\)-dimensional extremal processasymptotic processindependent max-increment

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Self-similar stochastic processes (60G18)

Cites Work

• On Extreme Order Statistics
• Self-similar processes with independent increments
• Semi-Stable Stochastic Processes
• max-infinitely divisible and max-stable sample continuous processes
• The structure of extremal processes
• Asymptotic distribution of the maximum of n independent stochastic processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stationary self-similar extremal processes
• Multivariate extremal processes generated by independent non-identically distributed random variables
• Decomposition for multivariate extremal processes
• Functional limit theorems for extreme values of arrays of independent random variables
• Title not available (Why is that?)

Cited In (15)

• Real self-similar processes started from the origin
• Strong approximation of maxima by extremal processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Extremes of order statistics of self-similar processes
• Extremal limit theorems for observations separated by random power law waiting times
• Semi-self-similar extremal processes
• Max-semi-selfdecomposable laws and related processes
• Limit theorems for extremal processes generated by a point process with correlated time and space components
• Superextremal processes, max-stability and dynamic continuous choice
• STUDY OF SOME NONLINEAR SELF-SIMILAR DISTRIBUTIONS
• Title not available (Why is that?)
• Title not available (Why is that?)
• On Max-Multiscaling Distributions as Extended Max-Semistable Ones
• Stationary self-similar extremal processes

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