Approximation of Supremum of Max-Stable Stationary Processes & Pickands Constants-Reference-Cited by-同舟云学术

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Approximation of Supremum of Max-Stable Stationary Processes & Pickands Constants

Published:2019-01-01 Issue:1 Volume:33 Page:444-464
ISSN:0894-9840
Container-title:Journal of Theoretical Probability
language:en
Short-container-title:J Theor Probab

Author:

Dȩbicki Krzysztof,Hashorva Enkelejd

Funder

Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung

NCN

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s10959-018-00876-8.pdf

Reference38 articles.

1. de Haan, L.: A spectral representation for max-stable processes. Ann. Probab. 12(4), 1194–1204 (1984)

2. Kabluchko, Z., Schlather, M., de Haan, L.: Stationary max-stable fields associated to negative definite functions. Ann. Probab. 37, 2042–2065 (2009)

3. Doob, J.L.: Stochastic Processes. Wiley Classics Library. Wiley, New York (1990)

4. Dombry, C., Kabluchko, Z.: Ergodic decompositions of stationary max-stable processes in terms of their spectral functions. Stoch. Process. Appl. 127(6), 1763–1784 (2017)

5. Dieker, A.B., Mikosch, T.: Exact simulation of Brown–Resnick random fields at a finite number of locations. Extremes 18, 301–314 (2015)

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