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Strong mixing properties of max-infinitely divisible random fields
9 references·0 citing·19 second hop
Strong mixing properties of max-infinitely divisible random fields (2012)Strong mixing properties of max-infinitel…Max-stable processes and spatial extremes (2012)Max-stable processes and spat…Stationary max-stable fields associated to negative definite functions (2009)Stationary max-stable fields …Spatial extremes: Models for the stationary case (2006)Spatial extremes: Models for …Extreme Value Theory (2006)Extreme Value TheoryExtreme Value Theory : An Introduction (2006)Extreme Value Theory : An Int…Extreme Values, Regular Variation, and Point Processes. (1989)Extreme Values, Regular Varia…Extreme Values, Regular Variation and Point Processes (1987)Extreme Values, Regular Varia…Max-infinite divisibility and max-stability in infinite dimensions (1985)Max-infinite divisibility and…A Spectral Representation for Max-stable Processes (1984)A Spectral Representation for…Extreme values of independent stochastic processes (1977)Limit theory for multivariate sample extremes (1977)Maxima of normal random vectors: Between independence and complete dependence (1989)Likelihood-Based Inference for Max-Stable Processes (2010)The Asymptotic Theory of Extreme Order Statistics (1990)Extreme events: dynamics, statistics and prediction (2011)Statistical Modeling of Spatial Extremes (2012)Space–Time Modelling of Extreme Events (2013)Modelling of extremal events in insurance and finance (1994)Extreme Correlation of International Equity Markets (2001)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Models for Stationary Max-Stable Random Fields (2002)Dependence Measures for Extreme Value Analyses (1999)Power-law distributions in empirical data (2018)Risk management with expectiles (2015)Asymptotics of random contractions (2010)Inference in multivariate Archimedean copula models (2011)Functional regular variations, Pareto processes and peaks over threshold (2015)Regional Modelling of Extreme Storms Via Max-Stable Processes (1993)
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References

  • 1987Extreme Values, Regular Variation and Point Processes3,165 cited
  • 2006Extreme Value Theory1,858 cited
  • 2006Extreme Value Theory : An Introduction1,564 cited
  • 1984A Spectral Representation for Max-stable Processes521 cited
  • 2009Stationary max-stable fields associated to negative definite functions360 cited
  • 2012Max-stable processes and spatial extremes164 cited
  • 1989Extreme Values, Regular Variation, and Point Processes.128 cited
  • 2006Spatial extremes: Models for the stationary case101 cited
  • 1985Max-infinite divisibility and max-stability in infinite dimensions28 cited

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