Spectral representations of sum- and max-stable processes
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Publication:626303
DOI10.1007/s10687-009-0083-9zbMath1224.60120OpenAlexW2156886410MaRDI QIDQ626303
Publication date: 22 February 2011
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-009-0083-9
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Cites Work
- On the ergodicity and mixing of max-stable processes
- Stationary max-stable fields associated to negative definite functions
- Ergodic theorems. With a supplement by Antoine Brunel
- Stationary min-stable stochastic processes
- A spectral representation for max-stable processes
- Ergodic properties of stationary stable processes
- On the spectral representation of symmetric stable processes
- Stable mixed moving averages
- Some mixing conditions for stationary symmetric stable stochastic processes
- Classes of mixing stable processes
- Models for stationary max-stable random fields
- On the structure of stationary stable processes
- Ergodic properties of random measures on stationary sequences of sets
- Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes
- Darstellungssätze für Strömungen und Halbströmungen. I
- Null flows, positive flows and the structure of stationary symmetric stable processes
- Extreme values of independent stochastic processes
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