Representations of \(\max\)-stable processes via exponential tilting
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Publication:1660307
DOI10.1016/j.spa.2017.10.003zbMath1405.60071arXiv1605.03208OpenAlexW2963174010WikidataQ115566902 ScholiaQ115566902MaRDI QIDQ1660307
Publication date: 15 August 2018
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.03208
extremal indexPickands constantsspectral tail process\(\max\)-stable processBrown-Resnick stationaryDieker-Mikosch representationinf-argmax representationtilt-shift formula
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Uses Software
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