On the ergodicity and mixing of max-stable processes

Stochastic Processes and their Applications

Volumn 118, Issue 9, 2008, Pages 1679-1705

  Stoev, Stilian A ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Dependence function; Ergodicity; Max stable processes; Mixing; Spectral representation

Indexed keywords

FARM BUILDINGS; MIXING;

COMPONENT-WISE; CONSISTENT ESTIMATORS; DEPENDENCE FUNCTION; DOUBLY STOCHASTIC; ERGODIC; ERGODIC PROPERTIES; ERGODICITY; NECESSARY AND SUFFICIENT CONDITIONS; SIMULATED DATA; SPECTRAL REPRESENTATIONS; STABLE PROCESSING;

STABILITY CRITERIA;

EID: 48349145380     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2007.10.013     Document Type: Article

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