Ergodic properties of max-infinitely divisible processes

Stochastic Processes and their Applications

Volumn 120, Issue 3, 2010, Pages 281-295

  Kabluchko, Zakhar ^a   Schlather, Martin ^a  

^a Institute for Mathematical Stochastics   (Germany)

Author keywords

Codifference; Ergodicity; Max infinitely divisible processes; Max stable processes; Mixing

Indexed keywords

ERGODIC PROPERTY; ERGODICITY; ERGODICS; INFINITELY DIVISIBLE; MAX-INFINITELY DIVISIBLE PROCESSES; STABLE PROCESS;

STABILITY CRITERIA;

EID: 73749084760     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2009.12.002     Document Type: Article

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