On the association of sum- and max-stable processes

DOI10.1016/j.spl.2009.12.001zbMath1185.60055arXiv0910.2069OpenAlexW2005316996MaRDI QIDQ2267631

Yizao Wang, Stilian A. Stoev

Publication date: 1 March 2010

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

Full work available at URL: https://arxiv.org/abs/0910.2069

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Stable stochastic processes (60G52)

Related Items

Ergodic decompositions of stationary max-stable processes in terms of their spectral functions ⋮ Representations of \(\max\)-stable processes via exponential tilting ⋮ Invariance properties of random vectors and stochastic processes based on the zonoid concept ⋮ Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions ⋮ Diagonal Minkowski classes, zonoid equivalence, and stable laws ⋮ Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey ⋮ Multivariate max-stable processes and homogeneous functionals ⋮ Stochastic integral representations and classification of sum- and max-infinitely divisible processes ⋮ Stable random fields indexed by finitely generated free groups ⋮ On extremal index of max-stable random fields ⋮ Approximation of supremum of max-stable stationary processes \& Pickands constants ⋮ Decomposability for stable processes ⋮ On idempotent \(D\)-norms

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