Multivariate maxima of moving multivariate maxima
نویسندگان
چکیده
منابع مشابه
The Behavior of Multivariate Maxima of Moving Maxima Processes
In the characterization of multivariate extreme indices of multivariate stationary processes, multivariate maxima of moving maxima processes, or M4 processes for short, have been introduced by Smith and Weissman. Central to the introduction of M4 processes is that the extreme observations of multivariate stationary processes may be characterized in terms of a limiting max-stable process under q...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2012
ISSN: 0167-7152
DOI: 10.1016/j.spl.2012.04.015