Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes

DOI10.1007/s10687-006-0004-0zbMath1142.60355MaRDI QIDQ2463680

Murad S. Taqqu, Stilian A. Stoev

Publication date: 16 December 2007

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-006-0004-0

zbMATH Keywords

spectral representation; max-stable distribution; Fréchet domain of max-attraction

Mathematics Subject Classification ID

60G70: Extreme value theory; extremal stochastic processes

60H05: Stochastic integrals

Related Items

Spectral representations of sum- and max-stable processes, On the ergodicity and mixing of max-stable processes, Stationary max-stable fields associated to negative definite functions, On the association of sum- and max-stable processes, On the structure and representations of max-stable processes

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