Multivariate max-stable processes and homogeneous functionals

DOI10.1016/j.spl.2021.109066zbMath1482.60054arXiv2102.06736OpenAlexW3133699091MaRDI QIDQ2244507

Enkelejd Hashorva, Alfred Kume

Publication date: 12 November 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.06736

zbMATH Keywords

stationary processhomogeneous functionsBrown-Resnick processmax-zonoid equivalencemultivariate max-stable processzonoid equivalence

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

Related Items (1)

Tail measures and regular variation

Cites Work

• Unnamed Item
• Unnamed Item
• Invariance properties of random vectors and stochastic processes based on the zonoid concept
• Extreme value properties of multivariate \(t\) copulas
• Spectral representations of sum- and max-stable processes
• Dependence in probability and statistics
• Stationary min-stable stochastic processes
• A spectral representation for max-stable processes
• Tail measure and spectral tail process of regularly varying time series
• Representations of \(\max\)-stable processes via exponential tilting
• Regularly varying random fields
• On the association of sum- and max-stable processes
• Capturing the multivariate extremal index: bounds and interconnections
• Ergodic decompositions of stationary max-stable processes in terms of their spectral functions
• Stationarity of multivariate particle systems
• On the structure and representations of max-stable processes
• On a Problem in Measure-Spaces
• Heavy-Tailed Time Series
• Diagonal Minkowski classes, zonoid equivalence, and stable laws
• Multivariate max-stable spatial processes
• Stochastic integral representations and classification of sum- and max-infinitely divisible processes

This page was built for publication: Multivariate max-stable processes and homogeneous functionals