On max-stable processes and the functional D-norm

Extremes

Volumn 16, Issue 3, 2013, Pages 255-283

  Aulbach, Stefan ^a   Falk, Michael ^a   Hofmann, Martin ^a  

^a UNIVERSITY OF WÜRZBURG   (Germany)

Author keywords

Copula process; Functional D norm; Functional domain of attraction; Generalized Pareto process; Max stable process; Sojourn times transformation; Takahashi's theorem

Indexed keywords

EID: 84884206670     PISSN: 13861999     EISSN: 1572915X     Source Type: Journal    
DOI: 10.1007/s10687-012-0160-3     Document Type: Article

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