Extreme Value Theory for Long-Range-Dependent Stable Random Fields
| Autor: | Gennady Samorodnitsky, Zaoli Chen |
|---|---|
| Rok vydání: | 2019 |
| Předmět: |
Statistics and Probability
Long range dependent Class (set theory) Pure mathematics Random field General Mathematics 010102 general mathematics Space (mathematics) 01 natural sciences 010104 statistics & probability Range (statistics) Fréchet distribution 0101 mathematics Statistics Probability and Uncertainty Extreme value theory Mathematics |
| Zdroj: | Journal of Theoretical Probability. 33:1894-1918 |
| ISSN: | 1572-9230 0894-9840 |
| DOI: | 10.1007/s10959-019-00951-8 |
| Popis: | We study the extremes for a class of a symmetric stable random fields with long-range dependence. We prove functional extremal theorems both in the space of sup measures and in the space of cadlag functions of several variables. The limits in both types of theorems are of a new kind, and only in a certain range of parameters, these limits have the Frechet distribution. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|
Full text from SpringerLink