Marginal standardization of upper semicontinuous processes. With application to max-stable processes

DOI10.1017/jpr.2017.34zbMath1400.60076arXiv1603.04194MaRDI QIDQ4684890

Johan Segers, Anne Sabourin

Publication date: 26 September 2018

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.04194

zbMATH Keywords

copula; extreme value theory; MAX-stable process; semicontinuous process

Mathematics Subject Classification ID

60D05: Geometric probability and stochastic geometry

60G70: Extreme value theory; extremal stochastic processes

60G17: Sample path properties