On extremal index of max-stable stationary pro­cesses

Autor

  • Enkelejd Hashorva
  • Krzysztof Dębicki

DOI:

https://doi.org/10.19195/0208-4147.37.2.6

Słowa kluczowe:

Extremal index, mean cluster index, Pickands constant, M3 representation, Brown–Resnick stationary, maxstable process, Gaussian process, Lévy process

Abstrakt

ON EXTREMAL INDEX OF MAX-STABLE STATIONARY PROCESSES

In this contribution we discuss the relation between
Pickands-type constants defined for certain Brown–Resnick

stationary pro-

 

Pobrania

Opublikowane

2018-05-14

Numer

Dział

Artykuły [1035]