Extremal stochastic integrals: A parallel between max-stable processes and α-stable processes

Extremes

Volumn 8, Issue 4, 2005, Pages 237-266

  Stoev, Stilian A ^a   Taqqu, Murad S ^b  

^a UNIVERSITY OF MICHIGAN   (United States)

^b USA   (United States)

Author keywords

Fr chet; stable; Domain of attraction; Extremal stochastic integrals; Mas stable; Spectral representation

Indexed keywords

EID: 33747697079     PISSN: 13861999     EISSN: 1572915X     Source Type: Journal    
DOI: 10.1007/s10687-006-0004-0     Document Type: Article

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