The behavior of multivariate maxima of moving maxima processes

Journal of Applied Probability

Volumn 41, Issue 4, 2004, Pages 1113-1123

  Zhang, Zhengjun ^a,c   Smith, Richard L ^b,d  

^a UNIVERSITY OF WASHINGTON   (United States)

^b UNIVERSITY OF NORTH CAROLINA   (United States)

^c WASHINGTON UNIVERSITY   (United States)

^d University of North Carolina at Chapel Hill   (United States)

Author keywords

Extreme value theory; Max stable process; Multivariate extremal index; Multivariate extreme

Indexed keywords

EID: 14644423924     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1101840556     Document Type: Article

References (13)

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