Self-similar extremal processes

DOI10.1007/BF02432363zbMath0926.60045MaRDI QIDQ1286610

Elisaveta Pancheva

Publication date: 2 May 1999

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

\(d\)-dimensional extremal processasymptotic processindependent max-increment

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Self-similar stochastic processes (60G18)

Related Items (5)

On Max-Multiscaling Distributions as Extended Max-Semistable Ones ⋮ Max-semi-selfdecomposable laws and related processes ⋮ Limit theorems for extremal processes generated by a point process with correlated time and space components ⋮ Extremal limit theorems for observations separated by random power law waiting times ⋮ Semi-self-similar extremal processes

Cites Work

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• Functional limit theorems for extreme values of arrays of independent random variables
• Stationary self-similar extremal processes
• max-infinitely divisible and max-stable sample continuous processes
• Self-similar processes with independent increments
• Multivariate extremal processes generated by independent non-identically distributed random variables
• Decomposition for multivariate extremal processes
• Semi-Stable Stochastic Processes
• Asymptotic distribution of the maximum of n independent stochastic processes
• On Extreme Order Statistics
• The structure of extremal processes

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