Generalized Pickands constants and stationary max-stable processes

Exact simulation of max-stable processes

(2016) Clément Dombry et al.   BIOMETRIKA

On the structure and representations of max-stable processes

(2016) Yizao Wang et al.   ADVANCES IN APPLIED PROBABILITY

Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events

(2016) Sebastian Engelke et al.   ADVANCES IN APPLIED PROBABILITY

Maxima of independent, non-identically distributed Gaussian vectors

(2015) Sebastian Engelke et al.   BERNOULLI

Max-stable processes and stationary systems of Lévy particles

(2015) Sebastian Engelke et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Tail correlation functions of max-stable processes

(2015) Kirstin Strokorb et al.   Extremes

Exact simulation of Brown-Resnick random fields at a finite number of locations

(2015) A. B. Dieker et al.   Extremes

Invariance properties of random vectors and stochastic processes based on the zonoid concept

(2014) Ilya Molchanov et al.   BERNOULLI

On asymptotic constants in the theory of extremes for Gaussian processes

(2014) A.B. Dieker et al.   BERNOULLI

Limiting distribution for the maximal standardized increment of a random walk

(2014) Zakhar Kabluchko et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Fatou's Lemma for Weakly Converging Probabilities

(2014) E. A. Feinberg et al.   THEORY OF PROBABILITY AND ITS APPLICATIONS

Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function

(2013) Adam J. Harper   ANNALS OF APPLIED PROBABILITY

Stationarity of multivariate particle systems

(2013) Ilya Molchanov et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Measures of serial extremal dependence and their estimation

(2013) Richard A. Davis et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

An equivalent representation of the Brown–Resnick process

(2011) S. Engelke et al.   STATISTICS & PROBABILITY LETTERS

Simulation of Brown–Resnick processes

(2011) Marco Oesting et al.   Extremes

Extremes of independent Gaussian processes

(2010) Zakhar Kabluchko   Extremes

Stationary max-stable fields associated to negative definite functions

(2009) Zakhar Kabluchko et al.   ANNALS OF PROBABILITY

Spectral representations of sum- and max-stable processes

(2009) Zakhar Kabluchko   Extremes

A note on upper estimates for Pickands constants

(2008) Krzysztof Dȩbicki et al.   STATISTICS & PROBABILITY LETTERS

On the ergodicity and mixing of max-stable processes

(2007) Stilian A. Stoev   STOCHASTIC PROCESSES AND THEIR APPLICATIONS