Max-stable processes and stationary systems of Lévy particles

Author:

Engelke SebastianORCID,Kabluchko Zakhar

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference31 articles.

1. Extremes of totally skewed stable motion;Albin;Statist. Probab. Lett.,1993

2. Extremes for non-anticipating moving averages of totally skewed α-stable motion;Albin;Statist. Probab. Lett.,1997

3. On extremal theory for self-similar processes;Albin;Ann. Probab.,1998

4. Lévy Processes;Bertoin,1996

5. Convergence of Probability Measures;Billingsley,1999

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