Stationary max-stable processes with the Markov property

DOI10.1016/j.spa.2014.02.003zbMath1312.60067arXiv1302.3041OpenAlexW1987741941MaRDI QIDQ402414

Frédéric Eyi-Minko, Clément Dombry

Publication date: 28 August 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.3041

zbMATH Keywords

Markov propertymax-stable processesmax-autoregressive processes

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05)

Related Items (3)

Representations of \(\max\)-stable processes via exponential tilting ⋮ Conditional independence among max-stable laws ⋮ Space‒time max-stable models with spectral separability

Cites Work

• Regular conditional distributions of continuous max-infinitely divisible random fields
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