scientific article; zbMATH DE number 1569651

MaRDI QIDQ4763004zbMATH OpenFDO

Authors Elisaveta Pancheva

Publication date 26 February 2001

zbMATH Keywords

homogeneous max-incrementsmultivariate extremal processesself-similarityweak convergence

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Extreme value theory; extremal stochastic processes (60G70)

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(17)

• Limit theorems for extremal processes generated by a point process with correlated time and space components
• Stationary self-similar extremal processes
• Self-similar extremal processes
• On extremal theory for self-similar processes
• Semi-self-similar extremal processes
• Max-semi-selfdecomposable laws and related processes
• Remark on logically constant self-similar processes
• Some properties of a special class of self-similar processes
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• Limiting survival functions of self-similar structures
• On the Effect of Measuring a Self-Similar Process
• Extremes of order statistics of self-similar processes
• Small-time almost-sure behaviour of extremal processes
• STUDY OF SOME NONLINEAR SELF-SIMILAR DISTRIBUTIONS
• Random Time-Changed Extremal Processes

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