Estimates of the rate of convergence for max-stable processes

DOI10.1214/AOP/1176991420zbMath0678.60019OpenAlexW2059299523MaRDI QIDQ1124201

Laurens De Haan, Svetlozar T. Rachev

Publication date: 1989

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991420

zbMATH Keywords

uniform estimatesmax-stableminimal metricnormalized maximasummation scheme

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05) Convergence of probability measures (60B10)

Related Items (4)

Modeling asset returns with alternative stable distributions^* ⋮ Rates of convergence in multivariate extreme value theory ⋮ Rates of convergence of \(\alpha\)-stable random motions ⋮ Geometric stable distributions in Banach spaces

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