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Canonical spectral representation for exchangeable max-stable sequences - MaRDI portal

Canonical spectral representation for exchangeable max-stable sequences (Q2303028)

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Canonical spectral representation for exchangeable max-stable sequences
scientific article

    Statements

    title
    Canonical spectral representation for exchangeable max-stable sequences (English)
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    author
    Jan-Frederik Mai
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    published in
    Extremes
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    publication date
    28 February 2020
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    zbMATH Keywords
    exchangeable sequence
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    max-stable sequence
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    stable tail dependence function
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    extreme-value copula
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    strong IDT process
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    Pickands representation
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    Identifiers

    Mathematics Subject Classification ID
    60G09
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    60G70
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    60E07
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    zbMATH DE Number
    7176055
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    OpenAlex ID
    W2968275882
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    arXiv ID
    1809.05338
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    Wikidata QID
    Q127374860
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