On max-stable processes and the functional \(D\)-norm

DOI10.1007/s10687-012-0160-3zbMath1295.60067arXiv1107.5136OpenAlexW3104378835MaRDI QIDQ385633

Michael Falk, Martin Hofmann, Stefan Aulbach

Publication date: 2 December 2013

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.5136

zbMATH Keywords

max-stable processcopula processfunctional \(D\)-normfunctional domain of attractiongeneralized Pareto processsojourn times transformationTakahashi's theorem

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Convergence of probability measures (60B10)

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