Conditioned limit laws for inverted max-stable processes
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Publication:739601
DOI10.1016/j.jmva.2016.06.001zbMath1345.60047arXiv1402.1908OpenAlexW2302277042MaRDI QIDQ739601
Jonathan A. Tawn, Ioannis Papastathopoulos
Publication date: 18 August 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1402.1908
asymptotic independenceBrown-Resnick processspatial extremesconditioned limit lawsconditional extremesextremal-\(t\) processHüsler-Reiss copulainverted max-stable processes
Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)
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