Regularly varying random fields
From MaRDI portal
Publication:2182640
DOI10.1016/j.spa.2020.01.005zbMath1456.60127arXiv1809.04477OpenAlexW3000499372WikidataQ126384888 ScholiaQ126384888MaRDI QIDQ2182640
Gennady Samorodnitsky, Lifan Wu
Publication date: 26 May 2020
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.04477
Random fields (60G60) Asymptotic distribution theory in statistics (62E20) Extreme value theory; extremal stochastic processes (60G70)
Related Items
Tail measures and regular variation, On the continuity of Pickands constants, Palm theory for extremes of stationary regularly varying time series and random fields, Multivariate max-stable processes and homogeneous functionals, Directional phantom distribution functions for stationary random fields, Compound Poisson approximation for regularly varying fields with application to sequence alignment, On extremal index of max-stable random fields, Whittle estimation based on the extremal spectral density of a heavy-tailed random field
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