Semi-self-similar extremal processes

DOI10.1007/BF02674090zbMath0986.60045MaRDI QIDQ1586599

Elisaveta Pancheva

Publication date: 14 November 2000

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

zbMATH Keywords

self-similarlimiting processextremal processperiodic stationaritymax infnite divisibilitysemi-self-similar

Mathematics Subject Classification ID

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

Related Items (2)

On Max-Multiscaling Distributions as Extended Max-Semistable Ones ⋮ Max-semi-selfdecomposable laws and related processes

Cites Work

• Unnamed Item
• Self-similar extremal processes
• Max-infinite divisibility
• Decomposition for multivariate extremal processes
• On Stochastic Evolution Equations with Stochastic Boundary Conditions
• The structure of extremal processes

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