On Max-Multiscaling Distributions as Extended Max-Semistable Ones

DOI10.1081/STM-200033119zbMath1059.60013MaRDI QIDQ3157864

Mohamed Ben Alaya, Thierry E. Huillet

Publication date: 19 January 2005

Published in: Stochastic Models (Search for Journal in Brave)

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

Related Items (1)

Generalized Pickands' estimators for the tail index parameter and max-semistability

Cites Work

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• Sur Une Équation Fonctionnelle Et SES Applications: Une Extension Du Théorème De Kesten-Stigum Concernant Des Processus De Branchement

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