On extremal index of max-stable stationary processes
DOI:
https://doi.org/10.19195/0208-4147.37.2.6Słowa kluczowe:
Extremal index, mean cluster index, Pickands constant, M3 representation, Brown–Resnick stationary, maxstable process, Gaussian process, Lévy processAbstrakt
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-
