Ergodic properties of max-infinitely divisible processes

DOI10.1016/j.spa.2009.12.002zbMath1205.60101arXiv0905.4196OpenAlexW1966599783MaRDI QIDQ2267516

Martin Schlather, Zakhar Kabluchko

Publication date: 1 March 2010

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.4196

zbMATH Keywords

ergodicitymixingmax-infinitely divisible processesmax-stable processescodifference

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

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