On complexification of max-stable distributions

DOI10.3103/S0027132223030051MaRDI QIDQ6052269zbMATH OpenOpenAlexFDO

Authors

Publication date 21 September 2023

Published in Moscow University Mathematics Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s0027132223030051

zbMATH Keywords

complex numbersextreme value theorymax-semistable distributionmax-stable distribution

Mathematics Subject Classification ID

Distribution theory (60Exx) Stochastic processes (60Gxx) Nonparametric inference (62Gxx)

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• Stable Random Variables with Complex Stability Index, I
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Cites work

• Extremes and related properties of random sequences and processes
• scientific article; zbMATH DE number 3899846 (Why is no real title available?)
• scientific article; zbMATH DE number 5685610 (Why is no real title available?)
• Looking for max-semistability: a new test for the extreme value condition
• Max-Semistable Laws in Extremes of Stationary Random Sequences
• Maxima of random properties of particles in supercritical branching processes
• Multivariate extremes of random properties of particles in supercritical branching processes
• On stable random variables with a complex stability index
• Random fields and random sampling.
• Stable Random Variables with Complex Stability Index, I
• Sur la distribution limite du terme maximum d'une série aléatoire
• XVI Seminar on Stability Problems of Stochastic Models

Cited in

(1)

• A new approach to the complexification of max-stable distributions using random angles

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