Stationary max-stable processes with the Markov property

Author:

Dombry Clément,Eyi-Minko Frédéric

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference15 articles.

1. On stable Markov processes;Adler;Stochastic Process. Appl.,1990

2. An extremal Markovian sequence;Alpuim;J. Appl. Probab.,1989

3. On the stationary distribution of some extremal Markovian sequences;Alpuim;J. Appl. Probab.,1990

4. Extremes and clustering of nonstationary max-AR(1) sequences;Alpuim;Stochastic Process. Appl.,1995

5. Convergence of Probability Measures;Billingsley,1968

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