Prediction of stationary max-stable processes
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Publication:687706
DOI10.1214/aoap/1177005435zbMath0779.60048OpenAlexW2021503139MaRDI QIDQ687706
Sidney I. Resnick, Richard A. Davis
Publication date: 28 October 1993
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1177005435
predictionextreme valuestationary max-stable processesmax-moving averagesmax-permutation processesmax-stable spaces
Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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