Pages that link to "Item:Q291403"
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The following pages link to Extremes of independent stochastic processes: a point process approach (Q291403):
Displaying 11 items.
- Limit theorems for extremal processes generated by a point process with correlated time and space components (Q1003804) (← links)
- Superextremal processes, max-stability and dynamic continuous choice (Q1336590) (← links)
- Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
- Hidden regular variation for point processes and the single/multiple large point heuristic (Q2117439) (← links)
- Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes (Q2244472) (← links)
- A note on vague convergence of measures (Q2322688) (← links)
- Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process (Q2512856) (← links)
- (Q3473940) (← links)
- (Q3482646) (← links)
- Marginal standardization of upper semicontinuous processes. With application to max-stable processes (Q4684890) (← links)
- The extremes of dependent chi-processes attracted by the Brown-Resnick process (Q6192421) (← links)
