Pages that link to "Item:Q1065455"

The following pages link to Stationary min-stable stochastic processes (Q1065455):

Displaying 39 items.

• On max-stable processes and the functional \(D\)-norm (Q385633) (← links)
• Max-stable processes for modeling extremes observed in space and time (Q395885) (← links)
• Invariance properties of random vectors and stochastic processes based on the zonoid concept (Q396000) (← links)
• Strong mixing properties of max-infinitely divisible random fields (Q454868) (← links)
• On subsets of \(L^ p\) and p-stable processes (Q582690) (← links)
• Local asymptotic normality in a stationary model for spatial extremes (Q608321) (← links)
• Spectral representations of sum- and max-stable processes (Q626303) (← links)
• Simulation of Brown-Resnick processes (Q906632) (← links)
• On the regular variation of ratios of jointly Fréchet random variables (Q906648) (← links)
• On the ergodicity and mixing of max-stable processes (Q947157) (← links)
• It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319) (← links)
• Stationary max-stable fields associated to negative definite functions (Q1035869) (← links)
• On min-stable horse races with infinitely many horses (Q1184364) (← links)
• A note on maxima of bivariate random vectors (Q1359688) (← links)
• Moving-maximum models for extrema of time series (Q1600711) (← links)
• Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
• Extremes of \(q\)-Ornstein-Uhlenbeck processes (Q1660308) (← links)
• Spatial risk measures and applications to max-stable processes (Q1692083) (← links)
• On convergence toward an extreme value distribution in \(C[0,1]\) (Q1872195) (← links)
• Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions (Q1942115) (← links)
• On extremal index of max-stable random fields (Q2044290) (← links)
• Multivariate max-stable processes and homogeneous functionals (Q2244507) (← links)
• On the association of sum- and max-stable processes (Q2267631) (← links)
• Capturing the multivariate extremal index: bounds and interconnections (Q2271714) (← links)
• On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions (Q2351200) (← links)
• Ergodic decompositions of stationary max-stable processes in terms of their spectral functions (Q2359702) (← links)
• Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes (Q2463680) (← links)
• Spatial extremes: models for the stationary case (Q2493550) (← links)
• Generalized madogram and pairwise dependence of maxima over two regions of a random field (Q2948107) (← links)
• Conditional sampling for spectrally discrete max-stable random fields (Q3021246) (← links)
• On the structure and representations of max-stable processes (Q3059699) (← links)
• The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)
• Functionals of clusters of extremes (Q4454111) (← links)
• Generalized Inv-Log-Gamma-G processes (Q4634154) (← links)
• Space‒time max-stable models with spectral separability (Q5197397) (← links)
• Pickands’ constant at first order in an expansion around Brownian motion (Q5267832) (← links)
• A Survey of Dynamic Representations and Generalizations of the Marshall–Olkin Distribution (Q5272895) (← links)
• Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang (Q5880060) (← links)
• Stochastic integral representations and classification of sum- and max-infinitely divisible processes (Q5963496) (← links)