Multivariate max-stable processes and homogeneous functionals
نویسندگان
چکیده
Multivariate max-stable processes are important for both theoretical investigations and various statistical applications motivated by the fact that these limiting processes, instance of stationary multivariate regularly varying time series, (Dombry et al., 2018). In this contribution we explore relation between homogeneous functionals discuss connections process zonoid/max-zonoid equivalence. We illustrate our results considering Brown–Resnick Smith processes.
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2021
ISSN: ['1879-2103', '0167-7152']
DOI: https://doi.org/10.1016/j.spl.2021.109066