Generalized Pickands constants and stationary max-stable processes
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Publication:1692075
DOI10.1007/s10687-017-0289-1zbMath1379.60041arXiv1602.01613OpenAlexW2398845664MaRDI QIDQ1692075
Krzysztof Dȩbicki, Sebastian Engelke, Enkelejd Hashorva
Publication date: 26 January 2018
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.01613
fractional Brownian motionGaussian processLévy processBrown-Resnick processmax-stable processmixed moving maxima representationgeneralized Pickands constant
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