Shift-invariant homogeneous classes of random fields
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 3842849 (Why is no real title available?)
- scientific article; zbMATH DE number 5119862 (Why is no real title available?)
- scientific article; zbMATH DE number 46732 (Why is no real title available?)
- A spectral representation for max-stable processes
- Approximation of supremum of max-stable stationary processes \& Pickands constants
- Capturing the multivariate extremal index: bounds and interconnections
- Characterization theorems for pseudo cross-variograms
- Compound Poisson approximation for regularly varying fields with application to sequence alignment
- Dependence in probability and statistics
- Distributionally robust inference for extreme value-at-risk
- Ergodic decompositions of stationary max-stable processes in terms of their spectral functions
- Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions
- Estimation of cluster functionals for regularly varying time series: runs estimators
- Estimation of cluster functionals for regularly varying time series: sliding blocks estimators
- Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes
- Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes.
- Extreme values of independent stochastic processes
- Heavy tailed time series
- Implicit extremes and implicit max-stable laws
- Implicit max-stable extremal integrals
- Invariance properties of random vectors and stochastic processes based on the zonoid concept
- Lectures on Gaussian Processes
- Limiting distribution for the maximal standardized increment of a random walk
- Max-stable processes and stationary systems of Lévy particles
- Maxima of continuous-time stationary stable processes
- Multivariate max-stable processes and homogeneous functionals
- Nonsingular group actions and stationary S S random fields
- On Extremal Index of max-stable stationary processes
- On extremal index of max-stable random fields
- On the association of sum- and max-stable processes
- On the continuity of Pickands constants
- On the ergodicity and mixing of max-stable processes
- On the structure and representations of max-stable processes
- On the structure of stationary stable processes
- Palm theory for extremes of stationary regularly varying time series and random fields
- Polar decomposition of regularly varying time series in star-shaped metric spaces
- Regularly varying multivariate time series
- Regularly varying random fields
- Representations of \(\max\)-stable processes via exponential tilting
- Simulation of Brown-Resnick processes
- Spectral representations of sum- and max-stable processes
- Stationarity of multivariate particle systems
- Stationary max-stable fields associated to negative definite functions
- Stationary max-stable processes with the Markov property
- Stationary min-stable stochastic processes
- Stationary symmetric \(\alpha\)-stable discrete parameter random fields
- Statistics of Extremes
- Stochastic processes and long range dependence
- Tail measure and spectral tail process of regularly varying time series
- Tail measures and regular variation
- Tail-dependence, exceedance sets, and metric embeddings
- The distribution of the convex hull of a Gaussian sample
- The tail process and tail measure of continuous time regularly varying stochastic processes
- The tail process revisited
This page was built for publication: Shift-invariant homogeneous classes of random fields
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6614349)
