Semi-self-similar extremal processes

DOI10.1007/BF02674090MaRDI QIDQ1586599zbMATH OpenFDO

Authors Elisaveta Pancheva

Publication date 14 November 2000

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

zbMATH Keywords

extremal processself-similarlimiting processmax infnite divisibilityperiodic stationaritysemi-self-similar

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 879746 (Why is no real title available?)
• Decomposition for multivariate extremal processes
• Max-infinite divisibility
• On Stochastic Evolution Equations with Stochastic Boundary Conditions
• Self-similar extremal processes
• The structure of extremal processes

Cited in

(6)

• Stationary self-similar extremal processes
• scientific article; zbMATH DE number 3980152 (Why is no real title available?)
• Max-semi-selfdecomposable laws and related processes
• Limiting survival functions of self-similar structures
• scientific article; zbMATH DE number 1569651 (Why is no real title available?)
• On Max-Multiscaling Distributions as Extended Max-Semistable Ones

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