A Note on the Extremal Index for Space-Time Processes

DOI10.1239/JAP/1143936247zbMATH Open1101.60034OpenAlexW2044581368WikidataQ58650800 ScholiaQ58650800MaRDI QIDQ5488993FDOQ5488993

Feridun Turkman

Publication date: 25 September 2006

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

Full work available at URL: https://projecteuclid.org/euclid.jap/1143936247

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zbMATH Keywords

Random field

Mathematics Subject Classification ID

Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70)

Cites Work

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• Extreme values for stationary and Markov sequences
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Cited In (7)

• On extremal index of max-stable random fields
• Managing local dependencies in asymptotic theory for maxima of stationary random fields
• Extremes of stationary random fields on a lattice
• Directional phantom distribution functions for stationary random fields
• Notes on energy for space-time processes over Lévy processes
• Regularly varying random fields
• On maxima of stationary fields

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