Superextremal processes, max-stability and dynamic continuous choice

DOI10.1214/AOAP/1177004972zbMath0809.60064OpenAlexW2049057646MaRDI QIDQ1336590

Rishin Roy, Sidney I. Resnick

Publication date: 26 March 1995

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

Full work available at URL: https://doi.org/10.1214/aoap/1177004972

zbMATH Keywords

point processmax-stable processesextremal processmax- stable componentssuperextremal processes

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (2)

The Extremal Dependence Measure and Asymptotic Independence ⋮ Extremes of independent stochastic processes: a point process approach

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