Stationary min-stable stochastic processes
type: Item
instance of: scholarly article
title: Stationary min-stable stochastic processes
zbMATH Open document ID: 0577.60034
DOI: 10.1007/BF00344716
author: L. F. M. de Haan
author: James III Pickands
publication date: 1986-01-01T00:00:00Z
review text: We consider the class of stationary stochastic processes whose margins are jointly min-stable. We show how the scalar elements can be generated by a single realization of a standard homogeneous Poisson process on the upper half-strip \([0,1]\times R_+\) and a group of \(L_ 1-isometries\). We include a Dobrushin-like result for the realizations in continuous time.
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 62G30
zbMATH DE Number: 3923773
zbMATH Keywords: min-stable
zbMATH Keywords: stationarity
zbMATH Keywords: stability
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf00344716
OpenAlex ID: W4253316811
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 3923773