Stationary max-stable processes with the Markov property
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Publication:402414
DOI10.1016/j.spa.2014.02.003zbMath1312.60067arXiv1302.3041OpenAlexW1987741941MaRDI QIDQ402414
Frédéric Eyi-Minko, Clément Dombry
Publication date: 28 August 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.3041
Extreme value theory; extremal stochastic processes (60G70) Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05)
Related Items (3)
Representations of \(\max\)-stable processes via exponential tilting ⋮ Conditional independence among max-stable laws ⋮ Space‒time max-stable models with spectral separability
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