Power variations for a class of Brown-Resnick processes

DOI10.1007/s10687-020-00373-4zbMath1448.60116arXiv1802.09226OpenAlexW3007359597MaRDI QIDQ2191423

Christian Y. Robert

Publication date: 24 June 2020

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.09226

zbMATH Keywords

infill asymptoticsmax-stable processespower variationsBrown-Resnick processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Sample path properties (60G17)

Cites Work

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