Max-stable processes and the functional \(D\)-norm revisited

DOI10.1007/s10687-014-0210-0zbMath1318.60056arXiv1303.2452OpenAlexW2070430996MaRDI QIDQ2352975

Maximilian Zott, Michael Falk, Stefan Aulbach, Martin Hofmann

Publication date: 7 July 2015

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.2452

zbMATH Keywords

extreme value theorymax-stable processcopula processgeneralized Pareto process\(D\)-normdistributional differentiabilityfunctional max-domain of attraction

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

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