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Basic properties and prediction of max-ARMA processes

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References

1965The Behavior of Stock-Market Prices8,707 cited
1987Extreme Values, Regular Variation and Point Processes3,165 cited
1984A Spectral Representation for Max-stable Processes521 cited

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2007Asymptotically (in)dependent multivariate maxima of moving maxima processes41 cited
2013Regular conditional distributions of continuous max-infinitely divisible random fields

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