A Note on the Extremal Index for Space-Time Processes
From MaRDI portal
Publication:5488993
Recommendations
- On Extremal Index of max-stable stationary processes
- Extremes of space-time Gaussian processes
- Extreme value theory for space-time processes with heavy-tailed distributions
- The extremal index of sub-sampled processes
- Limit theorems for extremal processes generated by a point process with correlated time and space components
- Spatializing random measures: doubly indexed processes and the large deviation principle
- On extremal theory for stationary processes
- Publication:3197101
- Notes on energy for space-time processes over Lévy processes
Cites work
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- scientific article; zbMATH DE number 3550043 (Why is no real title available?)
- scientific article; zbMATH DE number 1223602 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 806799 (Why is no real title available?)
- Extreme values for stationary and Markov sequences
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
This page was built for publication: A Note on the Extremal Index for Space-Time Processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5488993)
