Stationary max-stable processes with the Markov property
type: Item
instance of: scholarly article
title: Stationary max-stable processes with the Markov property
zbMATH Open document ID: 1312.60067
author: Frédéric Eyi-Minko
author: Clément Dombry
published in: Stochastic Processes and their Applications
publication date: 2014-08-28T00:00:00Z
full work available at URL: https://arxiv.org/abs/1302.3041
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 60J05
Mathematics Subject Classification ID: 60J25
zbMATH DE Number: 6335118
zbMATH Keywords: max-stable processes
zbMATH Keywords: Markov property
zbMATH Keywords: max-autoregressive processes
MaRDI profile type: Publication
OpenAlex ID: W1987741941
arXiv ID: 1302.3041
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DOI: 10.1016/J.SPA.2014.02.003
description: scientific article; zbMATH DE number 6335118